Comparison of maximum statistics for hypothesis testing when a nuisance parameter is present only under the alternative
Comparison of maximum statistics for hypothesis testing when a nuisance parameter is present only under the alternative
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DOI：
10.1111/j.0006-341x.2005.030531.x
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发表时间：
2005-03-01
期刊：
影响因子：
1.9
通讯作者：
Chen, ZH
中科院分区：
文献类型：
--
作者：
Zheng, G;Chen, ZH
在许多实际问题中，假设检验涉及仅在备择假设下出现的干扰参数。 Davies (1977, Biometrika 64, 247-254) 提出了在整个干扰参数范围内得分统计的最大值作为此类假设检验的检验统计量。 Freidlin、Podgor 和 Gastwirth (1999, Biometrics 55, 883-886) 研究了另外两种更简单的最大值检验统计量，即滋扰参数的两个极值点处的得分统计最大值，以及包括两个极值点在内的滋扰参数的三个点处的得分统计最大值。在本文中，我们在三个遗传问题的背景下比较了这三个最大类型统计量的功效。
In many practical problems, a hypothesis testing involves a nuisance parameter which appears only under the alternative hypothesis. Davies (1977, Biometrika 64, 247-254) proposed the maximum of the score statistics over the whole range of the nuisance parameter as a test statistic for this type of hypothesis testing. Freidlin, Podgor, and Gastwirth (1999, Biometrics 55, 883-886) studied two other simpler maximum test statistics, the maximum of the score statistics at two extreme points of the nuisance parameter, and the maximum of the score statistics at three points of the nuisance parameter including the two extreme points. In this article, we compare the powers of these three maximum-type statistics in the context of three genetic problems.