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 en
ISSN 0020-3157
期刊性質 國外
收錄於
產學合作
通訊作者
審稿制度
國別 DEU
公開徵稿
出版型式 紙本
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