Comparative simulation study of likelihood ratio tests for homogeneity of the exponential distribution

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F12%3A00191680" target="_blank" >RIV/62156489:43110/12:00191680 - isvavai.cz</a>

Výsledek na webu

<a href="http://www.mendelu.cz/cz/veda_vyzkum/acta/ac712" target="_blank" >http://www.mendelu.cz/cz/veda_vyzkum/acta/ac712</a>

DOI - Digital Object Identifier

—

Jazyk výsledku

angličtina

Název v původním jazyce

Comparative simulation study of likelihood ratio tests for homogeneity of the exponential distribution

Popis výsledku v původním jazyce

The aim of this paper is to present and discuss the power of the exact likelihood ratio homogeneity testing procedure of the number of components k in the exponential mixture. First we present the likelihood ratio test for homogeneity (ELR), the likelihood ratio test for homogeneity against two-component exponential mixture (ELR2), and finally the likelihood ratio test for homogeneity against three-component exponential mixture (ELR3). Comparative power study of mentioned homogeneity tests against three-component subpopulation alternative is provided. Therein we concentrate on various setups of the scales and weights, which allow us to make conclusions for generic settings. The natural property is observed, namely increase of the power of exact likelihood ratio ELR, ELR2 and ELR3 tests with scale parameters considered in the alternative. We can state that the differences in power of ELR, ELR2 and ELR3 tests are small -- therefore using of the computationally simpler ELR2 test is recomm

Název v anglickém jazyce

Comparative simulation study of likelihood ratio tests for homogeneity of the exponential distribution

Popis výsledku anglicky

The aim of this paper is to present and discuss the power of the exact likelihood ratio homogeneity testing procedure of the number of components k in the exponential mixture. First we present the likelihood ratio test for homogeneity (ELR), the likelihood ratio test for homogeneity against two-component exponential mixture (ELR2), and finally the likelihood ratio test for homogeneity against three-component exponential mixture (ELR3). Comparative power study of mentioned homogeneity tests against three-component subpopulation alternative is provided. Therein we concentrate on various setups of the scales and weights, which allow us to make conclusions for generic settings. The natural property is observed, namely increase of the power of exact likelihood ratio ELR, ELR2 and ELR3 tests with scale parameters considered in the alternative. We can state that the differences in power of ELR, ELR2 and ELR3 tests are small -- therefore using of the computationally simpler ELR2 test is recomm

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BB - Aplikovaná statistika, operační výzkum

OECD FORD obor

—

Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2012

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis

ISSN

1211-8516

e-ISSN

—

Svazek periodika

60

Číslo periodika v rámci svazku

7

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

8

Strana od-do

307-314

Kód UT WoS článku

—

EID výsledku v databázi Scopus

—