Test of independence in the Farlie-Gumbel-Morgenstern distribution

被引：3

作者：

Güven, B ^{[1
]}

机构：

[1] Middle E Tech Univ, Dept Stat, TR-06531 Ankara, Turkey

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2003年 / 32卷 / 09期

关键词：

independence; quadrant dependence; Mellin transform; inversion integral; test function; likelihood ratio; approximated power;

D O I：

10.1081/STA-120022707

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the hypotheses; H-0 : theta = 0 vs. H-1 : theta greater than or equal to eta where theta is the dependence parameter of the Farlie-Gumbel-Morgenstren distribution and eta is an element of (0, 1]. A test, which maximizes the minimum power over the alternative hypothesis, is given for these hypotheses. The power function of this test is monotone increasing over the alternative hypothesis. Furthermore, the asymptotic distribution and the approximate power of the test are presented.

引用

页码：1753 / 1765

页数：13

共 50 条

[21] A test of independence axiom in a diagnosis context that offers common symptoms [J].

Li, S ;

Taplin, JE .

PSYCHOLOGIA, 2001, 44 (03) :188-196

[22] A multivariate empirical characteristic function test of independence with normal marginals [J].

Bilodeau, A ;

de Micheaux, PL .

JOURNAL OF MULTIVARIATE ANALYSIS, 2005, 95 (02) :345-369

[23] USP: an independence test that improves on Pearson's chi-squared and the G-test [J].

Berrett, Thomas B. ;

Samworth, Richard J. .

PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2021, 477 (2256)

[24] EXACT DISTRIBUTION UNDER INDEPENDENCE OF THE DIAGONAL SECTION OF THE EMPIRICAL COPULA [J].

Erdely, Arturo ;

Gonzalez-Barrios, Jose M. .

KYBERNETIKA, 2008, 44 (06) :826-845

[25] Limiting conditional distribution for tests of independence in the two way table [J].

Kang, S ;

Klotz, J .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1998, 27 (08) :2075-2082

[26] New world distribution: racism, independence and Latin American identity [J].

Pinto Mantilla, Alberto .

HALLAZGOS-REVISTA DE INVESITIGACIONES, 2015, 12 (23) :191-209

[27] On strong independence of allocative efficiency from distribution in the theory of public goods [J].

Kleinberg, Norman L. ;

Ma, Barry K. ;

Weiss, Jeffrey H. .

ECONOMICS LETTERS, 2012, 116 (03) :343-345

[28] Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors [J].

Hu, Mingyue ;

Qi, Yongcheng .

STATISTICAL PAPERS, 2023, 64 (03) :923-954

[29] Limiting distributions of the likelihood ratio test statistics for independence of normal random vectors [J].

Mingyue Hu ;

Yongcheng Qi .

Statistical Papers, 2023, 64 :923-954

[30] Maxwell and the normal distribution: A colored story of probability, independence, and tendency toward equilibrium [J].

Gyenis, Balazs .

STUDIES IN HISTORY AND PHILOSOPHY OF MODERN PHYSICS, 2017, 57 :53-65

← 1 2 3 4 5 →