1. TESTING AND ESTIMATING RATIOS OF SCALE PARAMETERS.
- Author
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Shorack, Galen R.
- Subjects
- *
ROBUST statistics , *PERMUTATIONS , *RANDOM variables , *STATISTICAL sampling , *TESTING , *MONTE Carlo method , *SAMPLE size (Statistics) , *NUMERICAL analysis , *APPROXIMATION theory - Abstract
Let X[sub 1], ... , X[sub m] and Y[sub 1], ... , Y[sub n] be independent random samples from populations having continuous d.f.'s psi((x-micro)/sigma) and psi((y-nu)/tau) respectively. The classical F-test of a hypothesis concerning angle = tau/sigma is known to be non-robust. This paper examines several robust alternative procedures and compares them on the basis of Pitman a.r.e and Monte Carlo studies of power functions. An approximate permutation test [13] and a "jackknife" procedure [9] are found to be most satisfactory; while a class of "rank-like" tests [10] are found to be "useful inefficient statistics" [ABSTRACT FROM AUTHOR]
- Published
- 1969
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