Asymptotic Expansions for the Error Probabilities of Some Repeated Significance Tests
نویسندگان
چکیده
منابع مشابه
Asymptotic expansions of the error of
We present and analyse a family of fully discrete spline Galerkin methods for the solution of boundary integral equations with logarithmic kernels. Following the analysis of Galerkin methods of a previous paper, we show the existence of asymptotic expansions of the error. In this work we deal with the numerical solution of the integral equation Z 1 0 log jx( ) x(s)j2g(s)ds = u0(s); 8s; where u0...
متن کاملthe washback effect of discretepoint vs. integrative tests on the retention of content in knowledge tests
در این پایان نامه تاثیر دو نوع تست جزیی نگر و کلی نگر بر به یادسپاری محتوا ارزیابی شده که نتایج نشان دهندهکارایی تستهای کلی نگر بیشتر از سایر آزمونها است
15 صفحه اولSmall Time Expansions for Transition Probabilities of Some Lévy Processes
It has been proved that under additional assumptions, which in particular include the smoothness of Π, one gets more precise expansions of the probability P(X t ≥ y) and that these are polynomial in t. See [L, P, RW, FH2] among others. The problem of relating Π to the marginals of the process have several applications. The paper [RW], as well as [FH1], is concerned with problems of mathematical...
متن کاملParabolic Cylinder Functions:Examples of Error Bounds For Asymptotic Expansions
Several asymptotic expansions of parabolic cylinder functions are discussed and error bounds for remainders in the expansions are presented. In particular Poincaré-type expansions for large values of the argument z and uniform expansions for large values of the parameter are considered. The expansions are based on those given in [5] and on modifications of these expansions given in [9]. Compute...
متن کاملR the Cox Regression Model, Invariance Principles for Some Induced Quantile Processes and Some Repeated Significance Tests @bullet the Cox Regression Model, Invariance Principles for Some Induced Quantile Processes and Some Repeated Significance Tests*
For the Cox regression model, the partial likelihood functions involve linear combinations of induced order statistics. Some in-variance principles pertaining to such linear combinations of induced order statistics are studied and the theory is incorporated in the formulation of suitable repeated significance tests (for the hypothesis of no regression) based on these partial likelihoods. Asympt...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1982
ISSN: 0090-5364
DOI: 10.1214/aos/1176345879