Asymptotic efficiency and small sample power of a locally most powerful linear rank test for the log-logistic distribution

Asymptotic efficiency and small sample power of a locally most powerful linear rank test for the log-logistic distribution
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对数逻辑分布的局部最强大线性秩检验的渐近效率和小样本功效

DOI:
10.1007/s40096-014-0135-4
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发表时间:
2014
影响因子:
2
通讯作者:
Hidetoshi Murakami
Hidetoshi Murakami
中科院分区:
数学4区
文献类型:
--
作者:
Murakami;H. and Lee;S-K.;Hidetoshi Murakami;池邊雅登;Hidetoshi Murakami

文献摘要

相似文献

假设两个独立的随机样本按逻辑-逻辑分布(LLD)分布。在本研究中,导出了局部最强大等级检验的分数函数,用于位置和规模参数。Wilcoxon秩和检验是LLD局部最有效的秩和检验。推导了Wilcoxon秩和检验的渐近效率,并与LLD的改进Wilcoxon秩和检验的渐近效率进行了比较。
Assume that two independent random samples are distributed according to a log-logistic distribution (LLD). In this study, the score functions for the locally most powerful rank test were derived for the location and scale parameters. The Wilcoxon rank-sum test was shown to be locally most powerful rank test for the LLD. The asymptotic efficiency of the Wilcoxon rank-sum test was derived and compared with that of the modified Wilcoxon rank-sum test for the LLD.