Some One-Sided Tests for Change in Level
Some One-Sided Tests for Change in Level
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DOI：
10.1080/00401706.1975.10489272
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发表时间：
1975-02
期刊：
影响因子：
2.5
通讯作者：
A. Sen;M. Srivastava
中科院分区：
文献类型：
--
作者：
A. Sen;M. Srivastava
我们考虑基于N ≥ 2个随机变量X1，...，XN中的每一个的一个观测值的检验，以确定xi的均值μ是否都等于在某个未知点γ处发生偏移的单侧选择（即μ1，= μ2 = ... = μ r < μ r+1 = ... = μ N）。x i被认为是正态分布的，具有共同的未知方差。考虑了贝叶斯检验以及基于γ的极大似然估计的检验，并通过Monte Carlo方法比较了它们的功效。推导了贝叶斯检验统计量的精确分布。一个简单的应用程序，使用交通事故数据。
We consider tests based on one observation on each of N ≥ 2 random variables X l, …, XN to decide if the means μ of the xi 's are all equal against the one-sided alternative that a shift has occurred at some unknown point γ, (i.e. μ1, = μ2 = … = μ r < μ r+1 = … = μ N ). The x i 's are considered to be normally distributed with a common unknown variance. Bayesian tests as well as a test based on the maximum likelihood estimate of γ are considered and their powers are compared by Monte Carlo methods. The exact distribution of a Bayesian test statistic is derived. A simple application using traffic accident data is presented.