• Title/Summary/Keyword: asymptotic relative efficiency

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A Moment Inequality on New Renewal Better Than Used in Expectation Class of Life Distributions with Hypothesis Testing Application

  • Abu-Youssef, S.E.
    • International Journal of Reliability and Applications
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    • v.4 no.4
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    • pp.191-199
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    • 2003
  • In the present work, a moment inequality is derived for new renewal better (worse) than used in expectation(NRBUE) (NRWUE) distributions. This inequality demonstrates that if the mean life is finite then all higher order moments exist. A new test statistics for testing exponentiality against NRBUE (NRWUE) is introduced based on this inequality. It is shown that the proposed test is simple and has high relative efficiency for some commonly used alternatives. Critical values are tabulated for sample sizes n = 5(1)30. A set of real data is used as an example to elucidate the use of the proposed test statistics for practical reliability analysis.

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Biological Effectiveness of Methionine Hydroxy-analogue Calcium Salt in Relation to DL-Methionine in Broiler Chickens

  • Elwert, C.;de Fernandes, E. Abreu;Lemme, A.
    • Asian-Australasian Journal of Animal Sciences
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    • v.21 no.10
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    • pp.1506-1515
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    • 2008
  • Two feeding trials were conducted to assess the relative bioavailability (RBV) of methionine hydroxy analogue calcium salt (MHA-Ca) in comparison to DL-methionine (DL-Met). Male Ross 308 (1-38 days) and Cobb 500 chickens (1-42 days) were used in studies 1 and 2, respectively. Experimental diets based on wheat and soybean meal or sorghum and soybean meal were fed during three phases. In both experiments graded levels of DL-Met and MHA-Ca were supplemented to Met+Cys deficient basal diets. Additionally, in experiment 1, increasing levels of a DL-Met preparation diluted with corn starch to 65% purity (DL-Met65) were supplemented. Birds were kept in floor pens and feed and water were available ad libitum. Body weights and feed consumption were recorded at the beginning and end of the experimental periods and weight gain and feed efficacy were computed subsequently. At the end of the experiments, a number of birds were slaughtered for carcass evaluation (dressing percentage, breast meat yield). Dose response data were analysed by both ANOVA and nonlinear common plateau asymptotic regression. In both experiments birds responded significantly to increasing levels of either methionine source. However, RBV of MHA-Ca compared to DL-Met was markedly (in many cases significantly) below 84%, the value which would have been expected from MHA-Ca's chemical characteristics. Excluding some extremely low RBV figures of trial 2, RBV of MHA-Ca averaged to about 63% in relation to DL-Met. In addition, supplementation of DL-Met65 allowed confirmation of nonlinear common plateau asymptotic regression to be suitable to determine RBV.

Extended Quasi-likelihood Estimation in Overdispersed Models

  • Kim, Choong-Rak;Lee, Kee-Won;Chung, Youn-Shik;Park, Kook-Lyeol
    • Journal of the Korean Statistical Society
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    • v.21 no.2
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    • pp.187-200
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    • 1992
  • Samples are often found to be too heterogeneous to be explained by a one-parameter family of models in the sense that the implicit mean-variance relationship in such a family is violated by the data. This phenomenon is often called over-dispersion. The most frequently used method in dealing with over-dispersion is to mix a one-parameter family creating a two parameter marginal mixture family for the data. In this paper, we investigate performance of estimators such as maximum likelihood estimator, method of moment estimator, and maximum quasi-likelihood estimator in negative binomial and beta-binomial distribution. Simulations are done for various mean parameter and dispersion parameter in both distributions, and we conclude that the moment estimators are very superior in the sense of bias and asymptotic relative efficiency.

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라틴-하이퍼큐브 실험게획 간의 거리 계산과 비교

  • 박정수;황현식
    • The Korean Journal of Applied Statistics
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    • v.13 no.2
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    • pp.477-488
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    • 2000
  • A distance measure between two Latin-hypercube designs is defined and its expected value is computed. It was computed by using mathematical statistics, numerical analysis (multidimensional numerical integration), Monte-carlo method, and the theory of asymptotic normal distribution. For the comparison of two Latin-hypercube designs with same structure but different randomness, the difference of expected values of response function and information mass of experimental designs are considered. These methods may be useful in comparison between two general experimental designs.

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On Testing Exponentiality Against NBURFR Class Of Life Distributions

  • Mahmoud, M.A.W.;Abdul Alim, N.A.
    • International Journal of Reliability and Applications
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    • v.4 no.2
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    • pp.57-69
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    • 2003
  • A non-parametric test based on U-statistic for testing exponentiality against the new better than used renewal failure rate (NBURFR) alternatives is introduced and the percentiles of this test statistic are tabulated for sample size 5(1)50. Its properties are also discussed including the Pitman asymptotic efficiency relative to the tests of the new better than used and new better than used failure rate (Ahmed (1994) and Hendi (2000)). The powers of this test are also calculated for some used life distributions. An example from blood cancer patients demonstrates a practical application of our test in the medical sciences is presented. Finally the problem when right-censored data is available is handled.

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Two tests using more assumptions but lower power

  • Sang Kyu Lee;Hyoung-Moon Kim
    • Communications for Statistical Applications and Methods
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    • v.30 no.1
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    • pp.109-117
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    • 2023
  • Intuitively, a test with more assumptions has greater power than a test with fewer assumptions. This kind of examples are abundant in the nonparametric tests vs corresponding parametric ones. In general, the nonparametric tests are less efficient in terms of asymptotic relative efficiency (ARE) compared to corresponding parametric tests (Daniel, 1990). However, this is not always true. To test equal means under independent normal samples, the usual test involves using the t-distribution with the pooled estimator of the common variance. Adding the assumption of equal sample size, we may derive another test. In this case, two tests using more assumptions were performed for univariate (multivariate) cases. For these examples, it was found that the power function of a test with more assumptions is less than or equal to that of a test with fewer assumptions. This finding can be used as an expository example in master's mathematical statistics courses.

Minimum Density Power Divergence Estimation for Normal-Exponential Distribution (정규-지수분포에 대한 최소밀도함수승간격 추정법)

  • Pak, Ro Jin
    • The Korean Journal of Applied Statistics
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    • v.27 no.3
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    • pp.397-406
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    • 2014
  • The minimum density power divergence estimation has been a popular topic in the field of robust estimation for since Basu et al. (1988). The minimum density power divergence estimator has strong robustness properties with the little loss in asymptotic efficiency relative to the maximum likelihood estimator under model conditions. However, a limitation in applying this estimation method is the algebraic difficulty on an integral involved in an estimation function. This paper considers a minimum density power divergence estimation method with approximated divergence avoiding such difficulty. As an example, we consider the normal-exponential convolution model introduced by Bolstad (2004). The estimated divergence in this case is too complicated; consequently, a Laplace approximation is employed to obtain a manageable form. Simulations and an empirical study show that the minimum density power divergence estimators based on an approximated estimated divergence for the normal-exponential model perform adequately in terms of bias and efficiency.

Stochastic Properties of Life Distribution with Increasing Tail Failure Rate and Nonparametric Testing Procedure

  • Lim, Jae-Hak;Park, Dong Ho
    • Journal of Applied Reliability
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    • v.18 no.3
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    • pp.220-228
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    • 2018
  • Purpose: The purpose of this study is to investigate the tail behavior of the life distribution which exhibits an increasing failure rate or other positive aging effects after a certain time point. Methods: We characterize the tail behavior of the life distribution with regard to certain reliability measures such as failure rate, mean residual life and reliability function and derive several stochastic properties regarding such life distributions. Also, utilizing an L-statistic and its asymptotic normality, we propose new nonparametric testing procedures which verify if the life distribution has an increasing tail failure rate. Results: We propose the IFR-Tail (Increasing Failure Rate in Tail), DMRL-Tail (Decreasing Mean Residual Life in Tail) and NBU-Tail (New Better than Used in Tail) classes, all of which represent the tail behavior of the life distribution. And we discuss some stochastic properties of these proposed classes. Also, we develop a new nonparametric test procedure for detecting the IFR-Tail class and discuss its relative efficiency to explore the power of the test. Conclusion: The results of our research could be utilized in the study of wide range of applications including the maintenance and warranty policy of the second-hand system.

A Detection Scheme for Random Signals under Dependent Noise Environment (종속 잡음 환경에서 확률 신호 검파 방식)

  • Kim, Kwang-Soon;Won, Dae-Han;Song, Iick-Ho;Yun, Hyung-Sik;Lee, Ju-Mi;Kim, Sun-Yong
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.37 no.1
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    • pp.69-75
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    • 2000
  • In this paper, we consider the problem of discrete-time random signal detection problem under the presence of additive noise exhibiting weak dependence The test statistic of the locally optimum detector for correlated random signals under a weakly dependent noise model is derived The performance characteristic of the locally optimum detector is analyzed and compared with that of the square-law detector in terms of the asymptotic relative efficiency.

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A Rank-Based Signal Detector in a Weakly Dependent Noise Model (약의존성 잡음모형에서 순위를 바탕으로 한 신호검파기)

  • Kim, Kwang-Soon;Yoon, Seok-Ho;Park, So-Ryoung;Lee, Joo-Shik;Song, Iick-Ho;Kim, Sun-Yong
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.37 no.1
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    • pp.76-82
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    • 2000
  • In this paper, we consider nonparametric signal detection problems under the presence of additive noise exhibiting weak dependence We derive the test statistics of the locally optimum rank detectors under a weakly dependent noise model for known and random signal cases The performance characteristic of the locally optimum rank detectors are analyzed in terms of asymptotic relative efficiency.

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