The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Nonparametric tests using optimal weights for umbrella alternatives in a randomized block design

확률화 블럭 계획법에서 최적 가중치를 이용한 우산형 대립가설의 비모수검정법

  • 김동희 (609-735 부산광역시 금정구 장전동 부산대학교 통계학과) ;
  • 김영철 (609-735 부산광역시 금정구 장전동 부산대학교 통계학과 시간강사)
  • Published : 1996.03.01
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Abstract

In this paper we propose nonparametric tests using optimal weights for umbrella alternatives in a randomized block design. We obtain the optimal weights by maximizing the asymptotic relative efficiency of the proposed test statistics with respect to Mack and Wolf(1981) type test statistic, and investigate asymptotic relative efficiencies of the proposed test statistics using these optimal weights relative to Mack and Wolfe type statistics and linear rank statistic. Throughout simulations for small samples, the proposed test statistic has good powers rather than the other two tests when the block sizes are different.

확률화 블럭 계획법에서 최적 가중치를 이용한 우산형 대립가설에 대한 비모수검정법을 제안하고자 한다. Mack과 Wolfe(1981) 형태의 통계량에 대한 제안된 통계량의 점근상대효율을 최대로 하는 가중치를 구하고, 이러한 가중치를 가지는 제안된 통계량과 Mack과 Wolfe 형태의 통계량 및 선형 순위 통계량의 점근상대 효율을 고려하였다. 소표본에서 모의 실험을 통하여 블럭의 크기가 다른 경우 제안된 통계량의 검정력이 우수함을 보였다.

Keywords

References

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