The Behrens-Fisher Problem for Regression Coefficients
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.
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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...
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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.
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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...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1953
ISSN: 0003-4851
DOI: 10.1214/aoms/1177728979