A Computational Approach for Testing Equality of Coe¢ cients of Variation in k Normal Populations
نویسندگان
چکیده
In this article, a testing procedure based on computational approach testis proposed for the equality of coe¢ cients of variation in k normal populations. We compare this procedure to some of the existing tests; the likelihood ratio, modi ed Bennetts, score, generalized p-value tests in terms of the estimated type I error rates and powers by using Monte Carlo simulation. Furthermore, applications of these tests are given on a real dataset. Keywords: Computational approach test, Generalized p-value test, Likelihood ratio test, Modi ed Bennetts test, Score test 2000 AMS Classi cation: 62F03, 65C05, 65C60, 62E17
منابع مشابه
Optimal Oscillation Points for Polynomials of Restricted Growth on the Real Line
Computational methods are given in [3] to determine the maximum possible absolute value of each of the coe cients of the polynomials in this class when satis es some restrictions. It is also shown that there exist polynomials P and Q in the class such that each of the nonzero coe cients of P and Q have the largest possible absolute value of any polynomial in the class. The extremal polynomials ...
متن کاملLinear Regression with Many Controls of Limited Explanatory Power
We consider inference about a scalar coe¢ cient in a linear regression model. One previously considered approach to dealing with many controls imposes sparsity, that is it assumed known that nearly all control coe¢ cients are zero. We instead impose a bound on a weighted sum of squared control coe¢ cients, which is interpretable as a bound on the sample variation in the dependent variable induc...
متن کاملRobust descriptive discriminant analysis for repeated measures data
Robust repeated measures discriminant analysis (RMDA) procedures based on parsimonious covariance structures were developed using trimmed estimators. The e ects of non-normality, covariance structure, and mean con guration on bias and root mean square error (RMSE) of RMDA coe cients were studied using Monte Carlo techniques. The bias and RMSE values of robust RMDA coe cients were at least 10% a...
متن کاملMaximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets
In this paper we examine the ̄nite-sample properties of the approximate maximum likelihood estimate (MLE) of the fractional di®erencing parameter d in an ARFIMA(p, d, q) model based on the wavelet coe±cients. Ignoring wavelet coe±cients of higher order of resolution, the remaining wavelet coe±cients approximate a sample of independently and identically distributed normal variates with homogeneo...
متن کاملSequence Independent Lifting in Mixed Integer Programming
We investigate lifting i e the process of taking a valid inequality for a polyhe dron and extending it to a valid inequality in a higher dimensional space Lifting is usually applied sequentially that is variables in a set are lifted one after the other This may be computationally unattractive since it involves the solution of an optimization problem to compute a lifting coe cient for each varia...
متن کامل