کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
10525198 | 957926 | 2005 | 20 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Combining asymptotically normal tests: case studies in comparison of two groups
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
When several candidate tests are available for a given testing problem, and each has nice properties with respect to different criteria such as efficiency and robustness, it is desirable to combine them. We discuss various combined tests based on asymptotically normal tests. When the means of two standardized tests under contiguous alternatives are close, we show that the maximum of the two tests appears to have an overall best performance compared with other forms of combined tests considered, and that it retains most power compared with the better one of the two tests combined. As an application, for testing zero location shift between two groups, we studied the normal, Wilcoxon, median tests and their combined tests. Because of their structural differences, the joint convergence and the asymptotic correlation of the tests are not easily derived from the usual asymptotic arguments of the tests. We developed a novel application of martingale theory to obtain the asymptotic correlations and their estimators. Simulation studies were also performed to examine the small sample properties of these combined tests. Finally we illustrate the methods by a real data example.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 133, Issue 1, 1 July 2005, Pages 139-158
Journal: Journal of Statistical Planning and Inference - Volume 133, Issue 1, 1 July 2005, Pages 139-158
نویسندگان
Song Yang, Li Hsu, Lueping Zhao,