教師資料查詢 | 類別: 期刊論文 | 教師: 黃文濤 HUANG, WEN-TAO (瀏覽個人網頁)

標題:On Optimum Invariant Tests of Equality of Intraclass Correlation Coefficients
學年82
學期1
出版(發表)日期1993/09/01
作品名稱On Optimum Invariant Tests of Equality of Intraclass Correlation Coefficients
作品名稱(其他語言)
著者Huang, Wen-tao; Sinha, Bimal K.
單位淡江大學經營決策學系
出版者Heidelberg: Springer
著錄名稱、卷期、頁數Annals of the Institute of Statistical Mathematics 45(3), pp.579-597
摘要In this paper we address the problem of testing the equality ofk intraclass correlation coefficients based on samples from independentp-variate normal populations, and explore various aspects of optimality through invariance. A UMPIU test is derived fork=2, and LMMPIU test of SenGupta and Vermeire (1986) is indicated fork>2. Several approximately optimum invariant tests are also proposed. The tests are compared with the approximate LR tests and Fisher'sZ-tests derived in Konishi and Gupta (1987, 1989). As expected, the performance of the proposed tests turns out to be quite satisfactory and superior to the LR tests andZ-tests.
關鍵字Intraclass correlation; invariance; locally most powerful invariant unbiased test; uniformly most powerful invariant unbiased test
語言英文
ISSN0020-3157
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