Universidad Complutense de Madrid
E-Prints Complutense

A simulation study of a new family of test statistics for the Behrens-Fisher problem

Impacto

Downloads

Downloads per month over past year

Pardo Llorente, Julio Ángel and Pardo Llorente, María del Carmen (2007) A simulation study of a new family of test statistics for the Behrens-Fisher problem. Kybernetes, 36 (5-6). pp. 806-816. ISSN 0368-492X

Official URL: http://www.emeraldinsight.com/journals.htm?articleid=1611131&show=abstract


URLURL Type
http://www.emeraldinsight.comPublisher


Abstract

Purpose - To provide a new family of test statistics to solve the Behrens-Fisher problem and to compare it with the classic test statistics through a different simulation studies. Design/methodology/approach - A general procedure for testing composite hypothesis to k samples of different size problems on the basis of the Renyi's divergence is used to develop a new parametric family of test statistics that contains as a particular case the classical likelihood ratio test. The scope of the paper is to find out if some member of the new family of test statistics it is preferable to the classical ones. Findings - Some members of the new parametric family of test statistics behave remarkably well in comparison to the classic ones, as the different computational studies reveal. Originality/value - This paper offers a new way to solve the Behrens-Fisher problem that it is preferable in some cases to the known procedures.


Item Type:Article
Uncontrolled Keywords:Cybernetics; Statistics; Simulation
Subjects:Sciences > Mathematics > Cybernetics
ID Code:17648
Deposited On:15 Jan 2013 09:48
Last Modified:15 Jan 2013 09:48

Origin of downloads

Repository Staff Only: item control page