کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
7548061 | 1489839 | 2018 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Empirical likelihood ratio tests with power one
ترجمه فارسی عنوان
تست نسبت اعتقاد تجربی با قدرت یک
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
چکیده انگلیسی
In the 1970s, Professor Robbins and his coauthors extended the Vile and Wald inequality in order to derive the fundamental theoretical results regarding likelihood ratio based sequential tests with power one. The law of the iterated logarithm confirms an optimal property of the power one tests. In parallel with Robbins's decision-making procedures, we propose and examine sequential empirical likelihood ratio (ELR) tests with power one. In this setting, we develop the nonparametric one- and two-sided ELR tests. It turns out that the proposed sequential ELR tests significantly outperform the classical nonparametric t-statistic-based counterparts in many scenarios based on different underlying data distributions.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 140, September 2018, Pages 160-166
Journal: Statistics & Probability Letters - Volume 140, September 2018, Pages 160-166
نویسندگان
Albert Vexler, Li Zou,