The modified Mood test for the scale alternative and its numerical comparisons
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Murakami, Hidetoshi | - |
dc.contributor.author | Ha, Hyung-Tae | - |
dc.date.available | 2020-02-28T07:42:12Z | - |
dc.date.created | 2020-02-06 | - |
dc.date.issued | 2015-12 | - |
dc.identifier.issn | 1226-3192 | - |
dc.identifier.uri | https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/9880 | - |
dc.description.abstract | On statistical hypotheses testing in two-sample problems, the Mood test is popular as one of the most efficient nonparametric tests for dispersion differences. In this paper, we show that a modification of the Mood test proposed by Tamura (1963) can gain even more efficiency and power under various distributional assumptions. The accuracy of the proposed approximations to the tail probabilities and critical values of the modified Mood test, namely M-p, were investigated. Our results showed that the Edgeworth expansion was more accurate than the other approximations. Asymptotic efficiencies and the optimal value p of the modified Mood test under various distributional assumptions were examined, with the results revealing that the large (small) value of p was useful for light (heavy) tail distributions. Additionally, the power of the modified Mood test for the one-sided alternative with various population distributions for small sample sizes was investigated via Monte Carlo simulations. Finally, the proposed method was demonstrated using real data. (C) 2015 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved. | - |
dc.language | 영어 | - |
dc.language.iso | en | - |
dc.publisher | KOREAN STATISTICAL SOC | - |
dc.relation.isPartOf | JOURNAL OF THE KOREAN STATISTICAL SOCIETY | - |
dc.subject | NONPARAMETRIC STATISTICS | - |
dc.subject | APPROXIMATIONS | - |
dc.subject | DISPERSION | - |
dc.subject | ORDER | - |
dc.subject | SUM | - |
dc.title | The modified Mood test for the scale alternative and its numerical comparisons | - |
dc.type | Article | - |
dc.type.rims | ART | - |
dc.description.journalClass | 1 | - |
dc.identifier.wosid | 000366067200010 | - |
dc.identifier.doi | 10.1016/j.jkss.2015.03.005 | - |
dc.identifier.bibliographicCitation | JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.44, no.4, pp.592 - 605 | - |
dc.identifier.kciid | ART002066780 | - |
dc.identifier.scopusid | 2-s2.0-84947495079 | - |
dc.citation.endPage | 605 | - |
dc.citation.startPage | 592 | - |
dc.citation.title | JOURNAL OF THE KOREAN STATISTICAL SOCIETY | - |
dc.citation.volume | 44 | - |
dc.citation.number | 4 | - |
dc.contributor.affiliatedAuthor | Ha, Hyung-Tae | - |
dc.type.docType | Article | - |
dc.subject.keywordAuthor | Approximation | - |
dc.subject.keywordAuthor | Critical values | - |
dc.subject.keywordAuthor | Asymptotic efficiency | - |
dc.subject.keywordAuthor | Modified Mood test | - |
dc.subject.keywordAuthor | Power comparison | - |
dc.subject.keywordPlus | NONPARAMETRIC STATISTICS | - |
dc.subject.keywordPlus | APPROXIMATIONS | - |
dc.subject.keywordPlus | DISPERSION | - |
dc.subject.keywordPlus | ORDER | - |
dc.subject.keywordPlus | SUM | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.description.journalRegisteredClass | kci | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
1342, Seongnam-daero, Sujeong-gu, Seongnam-si, Gyeonggi-do, Republic of Korea(13120)031-750-5114
COPYRIGHT 2020 Gachon University All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.