Multivariate testing and model-checking for generalized order statistics with applications

Autor:	Stefan Bedbur, Eric Beutner, Udo Kamps
Přispěvatelé:	Quantitative Economics, Externe publicaties SBE, RS: GSBE DUHR
Rok vydání:	2013
Předmět:	Statistics and Probability One- and two-tailed tests Multinomial test Statistics Null distribution Test statistic Z-test F-test of equality of variances Binomial test p-value Statistics Probability and Uncertainty Mathematics
Zdroj:	Statistics, 48(6), 1297-1310. Routledge/Taylor & Francis Group
ISSN:	1029-4910 0233-1888
DOI:	10.1080/02331888.2013.841696
Popis:	The exponential family structure of the joint distribution of generalized order statistics is utilized to establish multivariate tests on the model parameters. For simple and composite null hypotheses, the likelihood ratio test (LR test), Wald's test, and Rao's score test are derived and turn out to have simple representations. The asymptotic distribution of the corresponding test statistics under the null hypothesis is stated, and, in case of a simple null hypothesis, asymptotic optimality of the LR test is addressed. Applications of the tests are presented; in particular, we discuss their use in reliability, and to decide whether a Poisson process is homogeneous. Finally, a power study is performed to measure and compare the quality of the tests for both, simple and composite null hypotheses.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7609a760179e415bb2f1281a6cfa9286 https://doi.org/10.1080/02331888.2013.841696 Zobrazit plný text záznamu