摘要:

Computer simulation techniques were employed to investigate the Type I and Type II error rates (experiment-wise and comparison-wise) of three nonparametric multiple comparison procedures. Three different underlying distributions were considered. It was found that the nonparametric analog to Fisher’s LSD (a Kruskal-Wallis test, followed by pairwise Mann-Whitney U tests if a significant overall effect is detected) appeared to be superior to the Nemenyi-Dunn and Steel-Dwass procedures, because of the extreme conservatism of these latter methods.

ISSN:0361-0918    

DOI:10.1080/03610917808812065

出版商:Marcel Dekker, Inc.    

年代:1978

数据来源: Taylor

摘要:

Recently two sequential estimation procedures based on generalized U-statistics have appeared in the statistical literature [Williams and Sen (1973, 1974)]. One of these procedures concerns the multi-sample problem of estimating a vector of parameters when the total sample size is fixed. The other procedure concerns the multi-sample problem of constructing a confidence ellipsoid of bounded maximum width for a vector of parameters. To supplement the asymptotic theory discussed in these earlier papers, a Monte Carlo study investigating the efficiency of these procedures for moderate sample sizes would be useful. This paper describes a preliminary Monte Carlo study utilizing a small number of replications and performed to provide information for the design of a more extensive study.

ISSN:0361-0918    

DOI:10.1080/03610917808812066

出版商:Marcel Dekker, Inc.    

年代:1978

数据来源: Taylor

摘要:

When F = Ga, confidence intervals are derived and presented in graphs for p = P(Y < X), when X and Y are independent and the sample sizes are at most 25. Also, it is demonstrated via a monte carlo simulation that this is a robust procedure, when the distributions of X and Y differ by a location parameter.

ISSN:0361-0918    

DOI:10.1080/03610917808812067

出版商:Marcel Dekker, Inc.    

年代:1978

数据来源: Taylor

摘要:

A procedure is given for generating correlation matrices which can be used as population correlation matrices for sampling experiments. The algorithm specifies the eigenvalues and randomly selects a correlation matrix from the class of all correlation matrices which possess these same eigenvalues. It is possible to obtain a set of correlation matrices which are indexed by the degree of interdependence among the variables by parameterizing the eigenvalues with a single parameter. An example is the case in which the eigenvalues form a geometric progression. Examples are given and an application to the problem of stopping rules in stepwise regression is discussed. Other applications are also briefly discussed.

ISSN:0361-0918    

DOI:10.1080/03610917808812068

出版商:Marcel Dekker, Inc.    

年代:1978

数据来源: Taylor

摘要:

Given a random sample of size N from a normal distribution, we consider tolerance intervals of the form X − ks to X + ks, where X is the sample mean and s is the sample standard deviation. The value of k is chosen so that the interval covers a given proportion P of the population with confidence γ. Exact values of k, computed from numerical integration, are given for N = 2(1)100; P = 0.75, 0.90, 0.95, 0.975, 0.99, 0.995, 0.999; and γ = 0.5, 0.75, 0.90, 0.95, 0.975, 0.99, 0.995. The exact values are compared with the values obtained from an approximation developed by Wald and Wolfowitz (1946).

ISSN:0361-0918    

DOI:10.1080/03610917808812069

出版商:Marcel Dekker, Inc.    

年代:1978

数据来源: Taylor

ISSN:0361-0918    

DOI:10.1080/03610917808812064

出版商:Marcel Dekker, Inc    

年代:1978

数据来源: Taylor