检索结果-南通市图书馆

Bayesian Analysis of the behrens-fisher Problem under a Gamma Prior

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Open Journal of Statistics 2018年第6期8卷 902-914页

作者： Nengak Emmanuel Goltong Sani Ibrahim Doguwa Department of Statistics Ahmadu Bello University Zaria Nigeria

Yin [1] has developed a new Bayesian measure of evidence for testing a point null hypothesis which agrees with the frequentist p-value thereby, solving Lindley’s paradox. Yin and Li [2] extended the methodology of Yin [1] to the case of the behrens-fisher problem by assigning Jeffreys’ independent prior to the nuisance parameters. In this paper, we were able to show both analytically and through the results from simulation studies that the methodology of Yin?[1] solves simultaneously, the behrens-fisher problem and Lindley’s paradox when a Gamma prior is assigned to the nuisance parameters.

关键词： behrens-fisher Problem Lindley’s Paradox Metropolis-Hastings Algorithm Informative Priors

Extending the behrens-fisher Problem to Testing Equality of Slopes in Linear Regression: The Bayesian Approach

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Open Journal of Statistics 2018年第2期8卷 284-301页

作者： Mohamed Shoukri Futwan Al-Mohanna Department of Cell Biology National Biotechnology Center Research Centre King Faisal Specialist Hospital and Research Center Riyadh Saudi Arabia

Testing the equality of means of two normally distributed random variables when their variances are unequal is known in the statistical literature as the “behrens-fisher problem”. It is well-known that the posterior distributions of the parameters of interest are the primitive of Bayesian statistical inference. For routine implementation of statistical procedures based on posterior distributions, simple and efficient approaches are required. Since the computation of the exact posterior distribution of the behrens-fisher problem is obtained using numerical integration, several approximations are discussed and compared. Tests and Bayesian Highest-Posterior Density (H.P.D) intervals based upon these approximations are discussed. We extend the proposed approximations to test of parallelism in simple linear regression models.

关键词： Bayesian Inference Posterior Distributions behrens-fisher Problem Posterior Moments Edgeworth Expansion Monte-Carlo Integration

behrens-fisher问题的一种新解法

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

四川轻化工学院学报 2000年第1期13卷 70-72页

作者：徐学智自贡教育学院数学系四川自贡643000

Ｂｅｈｒｅｎｓ-Ｆｉｓｈｅｒ问题在统计理论与应用中具有重要作用，一直为统计学者所关注。作者给出一种近似解法，同时可得到Ｓｃｈｅｆｆｅ解法的若干证明方法。

关键词： behrens-fisher Scheffe解法统计学

Revisit the Two Sample t-Test with a Known Ratio of Variances

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Open Journal of Statistics 2011年第3期1卷 151-156页

作者： Yongxiu She Augustine Wong Xiaofeng Zhou 不详

Inference for the difference of two independent normal means has been widely studied in staitstical literature. In this paper, we consider the case that the variances are unknown but with a known relationship between them. This situation arises frequently in practice, for example, when two instruments report averaged responses of the same object based on a different number of replicates, the ratio of the variances of the response is then known, and is the ratio of the number of replicates going into each response. A likelihood based method is proposed. Simulation results show that the proposed method is very accurate even when the sample sizes are small. Moreover, the proposed method can be extended to the case that the ratio of the variances is unknown.

关键词： behrens-fisher Problem Canonical Parameter Exponential Family Model Likelihood Based Inference Modified Signed Log-Likelihood Ratio Statistic Satterthwaite Method.

An Approximate Hotelling T<sup>2</sup>-Test for Heteroscedastic One-Way MANOVA

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Open Journal of Statistics 2012年第1期2卷 1-11页

作者： Jin-Ting Zhang 不详

In this paper, we consider the general linear hypothesis testing (GLHT) problem in heteroscedastic one-way MANOVA. The well-known Wald-type test statistic is used. Its null distribution is approximated by a Hotelling T2 distribution with one parameter estimated from the data, resulting in the so-called approximate Hotelling T2 (AHT) test. The AHT test is shown to be invariant under affine transformation, different choices of the contrast matrix specifying the same hypothesis, and different labeling schemes of the mean vectors. The AHT test can be simply conducted using the usual F-distribution. Simulation studies and real data applications show that the AHT test substantially outperforms the test of [1] and is comparable to the parametric bootstrap (PB) test of [2] for the multivariate k-sample behrens-fisher problem which is a special case of the GLHT problem in heteroscedastic one-way MANOVA.

关键词： Approximate Hotelling T2Test Multivariate k-Sample behrens-fisher Problem Wishart-Approximation Wishart Mixture