Equivariance and Generalized Inference in Two-Sample Location-Scale Families
We are interested in-typical Behrens-Fisher problem in general location-scale families. We present a method of constructing generalized pivotal quantity (GPQ) and generalized P value (GPV) for the difference between two location parameters. The suggested method is based on the minimum risk equivaria...
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| Format: | Article |
| Language: | English |
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Wiley
2011-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2011/474826 |
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| _version_ | 1849691423458197504 |
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| author | Sévérien Nkurunziza Fuqi Chen |
| author_facet | Sévérien Nkurunziza Fuqi Chen |
| author_sort | Sévérien Nkurunziza |
| collection | DOAJ |
| description | We are interested in-typical Behrens-Fisher problem in general location-scale families. We present a method of constructing generalized pivotal quantity (GPQ) and generalized P value (GPV) for the difference between two location parameters. The suggested method is based on the minimum risk equivariant estimators (MREs), and thus, it is an extension of the methods based on maximum likelihood estimators and conditional inference, which have been, so far, applied to some specific distributions. The efficiency of the procedure is illustrated by Monte Carlo simulation studies. Finally, we apply the proposed method to two real datasets. |
| format | Article |
| id | doaj-art-e7ae8b97571b401b889bfd651c96df18 |
| institution | DOAJ |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2011-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-e7ae8b97571b401b889bfd651c96df182025-08-20T03:21:02ZengWileyJournal of Probability and Statistics1687-952X1687-95382011-01-01201110.1155/2011/474826474826Equivariance and Generalized Inference in Two-Sample Location-Scale FamiliesSévérien Nkurunziza0Fuqi Chen1Department of Mathematics and Statistics, University of Windsor, 401 Sunset Avenue, Windsor, ON, N9B 3P4, CanadaDepartment of Mathematics and Statistics, University of Windsor, 401 Sunset Avenue, Windsor, ON, N9B 3P4, CanadaWe are interested in-typical Behrens-Fisher problem in general location-scale families. We present a method of constructing generalized pivotal quantity (GPQ) and generalized P value (GPV) for the difference between two location parameters. The suggested method is based on the minimum risk equivariant estimators (MREs), and thus, it is an extension of the methods based on maximum likelihood estimators and conditional inference, which have been, so far, applied to some specific distributions. The efficiency of the procedure is illustrated by Monte Carlo simulation studies. Finally, we apply the proposed method to two real datasets.http://dx.doi.org/10.1155/2011/474826 |
| spellingShingle | Sévérien Nkurunziza Fuqi Chen Equivariance and Generalized Inference in Two-Sample Location-Scale Families Journal of Probability and Statistics |
| title | Equivariance and Generalized Inference in Two-Sample Location-Scale Families |
| title_full | Equivariance and Generalized Inference in Two-Sample Location-Scale Families |
| title_fullStr | Equivariance and Generalized Inference in Two-Sample Location-Scale Families |
| title_full_unstemmed | Equivariance and Generalized Inference in Two-Sample Location-Scale Families |
| title_short | Equivariance and Generalized Inference in Two-Sample Location-Scale Families |
| title_sort | equivariance and generalized inference in two sample location scale families |
| url | http://dx.doi.org/10.1155/2011/474826 |
| work_keys_str_mv | AT severiennkurunziza equivarianceandgeneralizedinferenceintwosamplelocationscalefamilies AT fuqichen equivarianceandgeneralizedinferenceintwosamplelocationscalefamilies |