Parametric bootstrap and approximate tests for two Poisson variates
نویسندگان
چکیده
منابع مشابه
Parametric bootstrap and approximate tests for two Poisson variates
The parametric bootstrap tests and the asymptotic or approximate tests for detecting difference of two Poisson means are compared. The test statistics used are the Wald statistics with and without log-transformation, the Cox F statistic and the likelihood ratio statistic. It is found that the type I error rate of an asymptotic/approximate test may deviate too much from the nominal significance ...
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ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2010
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949650802609475