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http://dx.doi.org/10.5351/CKSS.2010.17.4.493

Power Comparison of Independence Test for the Farlie-Gumbel-Morgenstern Family  

Amini, M. (Department of Statistics, Ordered and Spatial Data Center of Excellence, Ferdowsi University of Mashhad)
Jabbari, H. (Department of Statistics, Ordered and Spatial Data Center of Excellence, Ferdowsi University of Mashhad)
Mohtashami Borzadaran, G.R. (Department of Statistics, Ordered and Spatial Data Center of Excellence, Ferdowsi University of Mashhad)
Azadbakhsh, M. (Department of Mathematics, University of Damghan)
Publication Information
Communications for Statistical Applications and Methods / v.17, no.4, 2010 , pp. 493-505 More about this Journal
Abstract
Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G$\ddot{u}$uven and Kotz (2008) based on the asymptotic distribution of the test statistics.
Keywords
Negative and positive quadrant dependence; Farlie-Gambel-Morgenstern distribution; U-Statistics;
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