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Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/63810

Title:	More powerful tests for the sign testing problem about gamma scale parameters
Authors:	劉惠美 Chan, Chia-Hao;Liu, Huimei;Zen, Mei-Mei
Contributors:	統計系
Keywords:	intersection–union test;likelihood ratio test;more powerful test;normal variance;sign testing;two-parameter exponential distribution
Date:	2013.12
Issue Date:	2014-02-11 17:30:16 (UTC+8)
Abstract:	For i=1, … , p, let denote independent random samples from gamma distributions with unknown scale parameters θi and known shape parameters ηi. Consider testing H0:θi≤θi0 for some i=1, … , p versus H1:θi>θi0 for all i=1, … , p, where θ10, … , θp0 are fixed constants. For any 0<α<0.4, we construct two new tests that have the same size as the likelihood ratio test (LRT) and are uniformly more powerful than it. Power comparisons of our tests with other tests are given. The proposed tests are intersection–union tests. We apply the results to test the variances of normal distributions and scale parameters of two-parameter exponential distributions. Finally, we illustrate our proposed tests with an example.
Relation:	Statistics:A Journal of Theoretical and Applied Statistics,
Data Type:	article
DOI 連結:	http://dx.doi.org/10.1080/02331888.2013.863887
DOI:	10.1080/02331888.2013.863887
Appears in Collections:	[統計學系] 期刊論文

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