Approximate sequential test for the Behrens-Fisher problem
نویسندگان
چکیده
منابع مشابه
On a Test for the Multivariate Behrens - Fisher Problem
Work a.t Cha.pe1 Hill sponsored by the Office of Naval Research under Contract NR 042 031. Reproduction in whole or in part is permitted for any purpose of the United States government.
متن کاملMultivariate Behrens-Fisher problem with missing data
Inference about the difference between two normal mean vectors when the covariance matrices are unknown and arbitrary is considered. Assuming that the incomplete data are of monotone pattern, a pivotal quantity, similar to the Hotelling T 2 statistic, is proposed. A satisfactory moment approximation to the distribution of the pivotal quantity is derived. Hypothesis testing and confidence estima...
متن کاملBehrens-Fisher Problem with One Variance Unknown
This paper presents the generalized p-values for testing the Behrens-Fisher problem when one variance is unknown. We also derive a closed form expression of the upper bound of the proposed generalized p-value. Keywords—Generalized p-value, hypothesis testing, upper bound.
متن کاملAdaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem
Some adaptive test procedures are developed for the generalized Behrens-Fisher problem. The one having a deterministic approach is based on calculating a measure of symmetry from each sample and using them as a basis for choosing between the modified Wilcoxon-Mann-Whitney test (Fligner and Policello, 1981) and the modified Mood’s median test (Fligner and Rust, 1982). The other one is a probabil...
متن کاملModi ed Nel and Van der Merwe test for the multivariate Behrens – Fisher problem
A new test to the multivariate Behrens–Fisher problem is obtained by modifying Nel and Van der Merwe’s (Comm. Statist. Theory Methods 15 (1986) 3719) test. The new test is a8ne invariant and it simpli es to the Welch’s approximate solution to the univariate case. The merits of the new test and two existing invariant tests are evaluated using Monte Carlo method. Monte Carlo comparison shows that...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computers & Mathematics with Applications
سال: 1985
ISSN: 0898-1221
DOI: 10.1016/0898-1221(85)90092-6