摘要:

Theamongvariance component in the balanced one-factor nested components-of-variance model is of interest in many fields of application. Except for an artificial method that uses a set of random numbers which is of no use in practical situations, an exact-size confidence interval on the among variance has not yet been derived. This paper provides a detailed comparison of three approximate confidence intervals which possess certain desired properties and have been shown to be the better methods among many available approximate procedures. Specifically, the minimum and the maximum of the confidence coefficients for the one- and two-sided intervals of each method are obtained. The expected lengths of the intervals are also compared.

ISSN:0361-0918    

DOI:10.1080/03610919008812910

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A Monte Carlo simulation is used to study the performance of the Wald, likelihood ratio and Lagrange multiplier tests for regression coefficients when least absolute value regression is used. The simulation results provide support for use of the Lagrange multiplier test, especially when certain computational advantages are considered.

ISSN:0361-0918    

DOI:10.1080/03610919008812911

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

This paper is concerned with estimating the parameters of Tadikamalla-Johnson's LBdistribution using the first four moments. Tables of the parameters of the LBdistribution are given for selected values of skewness (0.0(0.05) 1.0(0.1)2.0) and corresponding available values of kurtosis at intervals of 0.2. The construction and use of these tables is explained with a numerical example.

ISSN:0361-0918    

DOI:10.1080/03610919008812912

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Kafadar proposed a method of comparing biweight measures of location corresponding to two independent groups. Motivated by results under the assumption that distributions are symmetric, her method approximates the null distribution of the test statistic with a Student's t distribution having degrees of freedomare the number of observations randomly sampled from the respective groups. A minor goal in this paper is to illustrate that this approximation can be unsatisfactory when distributions have different levels of skewness. Four alternative procedures are considered, each based on the bootstrap. Three of these procedures provide satisfactory probability coverage when sample sizes are equal, while one provides good probability coverage in all situations that were considered.

ISSN:0361-0918    

DOI:10.1080/03610919008812913

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

In modelling a system structure it is often important to test the constancy of the structural parameters. If the hypothesis of constant parameters is rejected we wish to characterize the parameter variation. In this paper we examine the usefulness of the MOSUMSQ test statistics for locating and characterizing the parameter variation in linear regression models. The means and the variances of the test statistics are given for non-random parameter variation. The observed path of the MOSUMSQ test statistics provides valuable knowledge about the time of the onset of the parameter change and whether it is instantaneous or gradual.

ISSN:0361-0918    

DOI:10.1080/03610919008812914

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

To use the Pearson chi-squared statistic to test the fit of a continuous distribution, it is necessary to partition the support of the distribution into k cells. A common practice is to partition the support into cells with equal probabilities. In that case, the power of the chi-squared test may vary substantially with the value of k. The effects of different values of k are investigated with a Monte Carlo power study of goodness-of-fit tests for distributions where location and scale parameters are estimated from the observed data. Allowing for the best choices of k, the Pearson and log-likelihood ratio chi-squared tests are shown to have similar maximum power for wide ranges of alternatives, but this can be substantially less than the power of other well-known goodness-of-fit tests.

ISSN:0361-0918    

DOI:10.1080/03610919008812915

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

The cumulative distribution function of the non-central chi-square is very important in calculating the power function of some statistical tests. On the other hand it involves an integral which is difficult to obtain. In literature some workers discussed the evaluation and the approximation of the c.d.f. of the non-central chi-square [see references (2)]. In the present work two computational formulae for computing the cumulative distribution function of the non-central chi-square distribution are given, the first one deals with the case of any degrees of freedom (odd and even), and the second deals with the case of odd degrees of freedom. Numerical illustrations are discussed.

ISSN:0361-0918    

DOI:10.1080/03610919008812916

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

A table and a procedure are given for finding the single sampling attributes plan involving minimum sum of producer's and consumer's risks for specified Acceptable Quality Level and Limiting Quality Level.

ISSN:0361-0918    

DOI:10.1080/03610919008812917

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

Single sampling plans are widely used for appraising incoming product quality. However, for situations where a continuous product flow exists, lot-by-lot demarcations may not exist, and it may be necessary to use alternate procedures, such as CSP-1, for continuous processes. In this case, one would like to be able to understand how average performance of the continuous sampling procedures compares to the more commonly used single sampling plans.

ISSN:0361-0918    

DOI:10.1080/03610919008812918

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor

摘要:

This paper provides the percentiles obtained by simulation of an informational test statistic. It gives evidence that the widely used chi-square approximation to this test statistic is not suitable.

ISSN:0361-0918    

DOI:10.1080/03610919008812919

出版商:Marcel Dekker, Inc.    

年代:1990

数据来源: Taylor