Two-sided Correlation Transformation

On One-Sided Ideals of Rings of Linear Transformations

Trimmed weighted Simes' test for two one-sided hypotheses with arbitrarily correlated test statistics.

The two-sided Simes test is known to control the type I error rate with bivariate normal test statistics. For one-sided hypotheses, control of the type I error rate requires that the correlation between the bivariate normal test statistics is non-negative. In this article, we introduce a trimmed version of the one-sided weighted Simes test for two hypotheses which rejects if (i) the one-sided w...

Test of the Correlation Coefficient in Bivariate Normal Populations Using Ranked Set Sampling

Ranked Set Sampling (RSS) is a statistical method for data collection that leads to more efficient estimators than competitors based on Simple Random Sampling (SRS). We consider testing the correlation coefficient of bivariate normal distribution based on Bivariate RSS (BVRSS). Under one-sided and two-sided alternatives, we show that the new tests based on BVRSS are more powerful than the usua...

ON THE POWER FUNCTION OF THE LRT AGAINST ONE-SIDED AND TWO-SIDED ALTERNATIVES IN BIVARIATE NORMAL DISTRIBUTION

This paper addresses the problem of testing simple hypotheses about the mean of a bivariate normal distribution with identity covariance matrix against restricted alternatives. The LRTs and their power functions for such types of hypotheses are derived. Furthermore, through some elementary calculus, it is shown that the power function of the LRT satisfies certain monotonicity and symmetry p...

Comparison between Frequentist Test and Bayesian Test to Variance Normal in the Presence of Nuisance Parameter: One-sided and Two-sided Hypothesis

 This article is concerned with the comparison P-value and Bayesian measure for the variance of Normal distribution with mean as nuisance paramete. Firstly, the P-value of null hypothesis is compared with the posterior probability when we used a fixed prior distribution and the sample size increases. In second stage the P-value is compared with the lower bound of posterior probability when the ...