The generalized inference on the sign testing problem about the normal variances

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Title:	The generalized inference on the sign testing problem about the normal variances
Authors:	Wu, Wei-Ya Wu, Wei-Hwa Hsieh, Hsin-Neng Lee, Meng-Chih
Contributors:	中山醫學大學
Keywords:	Generalized test variable;generalized p-value;likelihood ratio test;sign test of normal variances;uniformly more powerful test
Date:	2018-04-04
Issue Date:	2018-03-21T09:41:10Z (UTC)
Publisher:	Taylor and Francis Ltd.
ISSN:	02664763
Abstract:	For the sign testing problem about the normal variances, we develop the heuristic testing procedure based on the concept of generalized test variable and generalized p-value. A detailed simulation study is conducted to empirically investigate the performance of the proposed method. Through the simulation study, especially in small sample sizes, the proposed test not only adequately controls empirical size at the nominal level, but also uniformly more powerful than likelihood ratio test, Gutmann's test, Li and Sinha's test and Liu and Chan's test, showing that the proposed method can be recommended in practice. The proposed method is illustrated with the published data. © 2017 Informa UK Limited, trading as Taylor & Francis Group.
URI:	https://doi.org/10.1080/02664763.2017.1325857 https://ir.csmu.edu.tw:8080/ir/handle/310902500/18988
Relation:	Journal of Applied Statistics Volume 45, Issue 5, 4 April 2018, Pages 956-970
Appears in Collections:	[醫學系] 期刊論文

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