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Approximations to the powers of the likelihood ratio tests: the loop ordering and slippage alternatives

 

作者: Bahadur Singh,   Michael J. Schell,   F.T. Wright,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1995)
卷期: Volume 24, issue 1  

页码: 91-109

 

ISSN:0361-0918

 

年代: 1995

 

DOI:10.1080/03610919508813232

 

出版商: Marcel Dekker, Inc.

 

关键词: order restricted likelihood ratio tests;simple tree ordering;simple loop ordering;slippage alternatives;approximations to power

 

数据来源: Taylor

 

摘要:

Approximations to the power functions of the likelihood ratio tests of homogeneity of normal means against the simple loop ordering at slippage alternatives are considered. If a researcher knows which mean is smallest and which is largest, but does not know how the other means are ordered, then a simple loop ordering is appropriate. The accuracy of the several moment approximations are studied for the case of known variances and it is found that for powers in the range typically of interest, the two-moment approximation seems quite adequate. Approximations based on mixtures of noncentral F variables are developed for the case of unknown variances. The critical values of the test statistics are also tabulated for selected levels of significance.

 

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