Comparison of Scale Estimators for Testing Against Umbrella Alternative

O. Ufuk EKİZ; Hamza GAMGAM

Makale detayları

Comparison of Scale Estimators for Testing Against Umbrella Alternative

Yazarlar:

O. Ufuk EKİZ | Hamza GAMGAM

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2017 Vol.30 Issue 3, pp.131-138

Belge Tipi:

Makale

Yayın Tarihi:

9/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000428421

eISSN:

2147-1762

Özet:

 


To test null hypothesis against umbrella alternative
for scale parameters, 
 
 
  
  
  
  
  
  
  
  
  
  
  
  
 
 
 

 
 statistic based on
scale estimator is proposed in [1]. In this study, 
 
 statistics based on
different estimators of scale parameters are compared according to type I error
,
 
 ,
and power. For 
 
 and given values
of  
 
, 
 
, 
 
, the results are obtained using the data is generated from
exponential and normal distributions in simulation design. According to the
simulation results, when the data generated from normal distribution, the power
value of test statistics based on robust estimators is almost same to the ones
based on parametric estimator as the sample size increases. Moreover, similar
results are obtained when the data is generated from exponential distribution.

.

Makale detayları

Comparison of Scale Estimators for Testing Against Umbrella Alternative

Yazarlar: O. Ufuk EKİZ | Hamza GAMGAM

Yayıncı: Gazi University

Dergi: Gazi University Journal of Science 2017 Vol.30 Issue 3, pp.131-138

Belge Tipi: Makale

Yayın Tarihi: 9/2017

Belge Dili: Türkçe

Document ID (Org No.): 2000428421

eISSN: 2147-1762

Sayı

Yazarlar:

O. Ufuk EKİZ | Hamza GAMGAM

Yayıncı:

Gazi University

Dergi:

Gazi University Journal of Science 2017 Vol.30 Issue 3, pp.131-138

Belge Tipi:

Makale

Yayın Tarihi:

9/2017

Belge Dili:

Türkçe

Document ID (Org No.):

2000428421

eISSN:

2147-1762