Exploration into power of homogeneity and serial correlation tests
نویسندگان
چکیده
منابع مشابه
On the power of Portmanteau serial correlation tests
This paper studies properties of the portmanteau statistic proposed by Box and Pierce [1] and its modification of Ljung and Box [2]. We show that these portmanteau statistics are feasible analogs to optimal tests for the class of statistics which are linear combinations of consistent estimates of serial correlations. We find, however, that for sample sizes commonly encountered in practice, the ...
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2. Generate a random sample of points (X, Y) from the bivariate distribution specified by the alternative hypothesis. Calculate the test statistic from the simulated data and determine if the null hypothesis is accepted or rejected. These samples are used to calculate the power of the test. In the case of paired data, the individual values are simulated are constructed so that they exhibit the ...
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ژورنال
عنوان ژورنال: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
سال: 2013
ISSN: 1211-8516,1211-8516
DOI: 10.11118/actaun201361041129