Some Partially Sequential Nonparametric Tests For Detecting Linear Trend
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Some Partially Sequential Nonparametric Tests For Detecting Linear Trend
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Author : Amitava Mukherjee
language : en
Publisher:
Release Date : 2013
Some Partially Sequential Nonparametric Tests For Detecting Linear Trend written by Amitava Mukherjee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
In the present study, we develop two nonparametric partially sequential tests for detecting possible presence of linear trend among the incoming series of observations. We assume that a sample of fixed size is available a priori from some unknown univariate continuous population and there is no sign of trend among these historical observations. Our proposed tests can be viewed as the sequential type tests for monitoring structural changes. We use partial sequential sampling schemes based on usual ranks as well as on sequential ranks. We provide detailed discussion on asymptotic studies related to the proposed tests. We compare the two tests under various situations. We also present some numerical results based on simulation studies. Proposed tests are extremely important in profit making in volatile market through Margin Trading. We illustrate the mechanism with a detailed analysis of a stock price data.
Nonparametric Phase Ii Monitoring For Detecting Monotone Trend Based On Inverse Sampling
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Author : Amitava Mukherjee
language : en
Publisher:
Release Date : 2013
Nonparametric Phase Ii Monitoring For Detecting Monotone Trend Based On Inverse Sampling written by Amitava Mukherjee and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
Recently, Mukherjee and Bandyopadhyay (J Stat Plan Inference, 2011, DOI:10.1016/j.jspi.2011.02.017) introduced some partially sequential tests for detecting liner trend among the incoming series of observations when a training sample is available a-priori. Their work is very useful in econometric or environmental monitoring under certain situations. The present work is intended for generalization of their tests for any monotone trend. We develop two nonparametric tests for the identity of some unknown univariate continuous distribution functions against monotone or unidirectional trend in location. One of these two tests is based on usual ranks and the other is based on sequential ranks. These are typical nonparametric tests for monitoring structural changes. Performance of the two tests are compared using asymptotic studies as well as through some numerical results based on Monte-Carlo simulations. An illustration is offered using a real data on monthly production of certain beverage.
Nonparametric Partial Sequential Tests For Patterned Alternatives In Multisample Problems
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Author : Uttam Bandyopadhyay
language : en
Publisher:
Release Date : 2013
Nonparametric Partial Sequential Tests For Patterned Alternatives In Multisample Problems written by Uttam Bandyopadhyay and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
In the present work we develop partial sequential nonparametric tests for multiple comparison. We provide tests for the identity of several unknown univariate continuous distribution functions against patterned alternatives. Our tests are based on Wilcoxon score. We conduct some Monte Carlo studies related to the proposed tests. We carry out a detailed comparison between the proposed procedures and the corresponding nonsequential procedures. We register significant gain in sample size through the proposed procedure, maintaining almost the same level and power for both the tests. We perform an analysis of life data arising out of a geological survey related to arsenic contamination. We also present some asymptotics in this context.
Nonparametric Tests For Trend
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Author : Mostafa Nabih El-Agizy
language : en
Publisher:
Release Date : 1958
Nonparametric Tests For Trend written by Mostafa Nabih El-Agizy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1958 with Nonparametric statistics categories.
Simultaneous Tests For Patterned Recognition Using Nonparametric Partially Sequential Procedure
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Author : Uttam Bandyopadhyay
language : en
Publisher:
Release Date : 2014
Simultaneous Tests For Patterned Recognition Using Nonparametric Partially Sequential Procedure written by Uttam Bandyopadhyay and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with categories.
In the present paper we introduce a partially sequential sampling procedure to develop a nonparametric method for simultaneous testing. Our work, as in [U. Bandyopadhyay, A. Mukherjee, B. Purkait,Nonparametric partial sequential tests for patterned alternatives in multi-sample problems, Sequential Analysis 26 (4) (2007) 443-466], is motivated by an interesting investigation related to arsenic contamination in ground water. Here we incorporate the idea of multiple hypotheses testing as in [Y. Benjamini, T. Hochberg, Controlling the false discovery rate: A practical and powerful approach to multiple testing, Journal of Royal Statistical Society B 85 (1995) 289-300] in a typical way.We present some Monte Carlo studies related to the proposed procedure. We observe that the proposed sampling design minimizes the expected sample sizes in different situations. The procedure as a whole effectively describes the testing under dual pattern alternatives. We indicate in brief some large sample situations. We also present detailedanalysis of a geological field survey data.
An Efficiency Property Of Linear Nonparametric Tests On Trend
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Author : Günter Rothe
language : en
Publisher:
Release Date : 1983
An Efficiency Property Of Linear Nonparametric Tests On Trend written by Günter Rothe and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with categories.
Nonparametric Partial Sequential Test For Location Shift At An Unknown Time Point
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Author : Uttam Bandyopadhyay
language : en
Publisher:
Release Date : 2013
Nonparametric Partial Sequential Test For Location Shift At An Unknown Time Point written by Uttam Bandyopadhyay and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with categories.
In the present work, we introduce a partial sequential sampling scheme to develop a sequential rank-based nonparametric test for the identity of two unknown univariate continuous distribution functions against one-sided shift in location occurring at an unknown time point. Our work is motivated by Wolfe (1977) as well as Orban and Wolfe (1980). We provide detailed discussion on asymptotic studies related to the proposed test. We compare the proposed test with a usual rank-based test. Some simulation studies are also presented.
Statistical Inference Econometric Analysis And Matrix Algebra
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Author : Bernhard Schipp
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-11-27
Statistical Inference Econometric Analysis And Matrix Algebra written by Bernhard Schipp and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-27 with Mathematics categories.
This Festschrift is dedicated to Götz Trenkler on the occasion of his 65th birthday. As can be seen from the long list of contributions, Götz has had and still has an enormous range of interests, and colleagues to share these interests with. He is a leading expert in linear models with a particular focus on matrix algebra in its relation to statistics. He has published in almost all major statistics and matrix theory journals. His research activities also include other areas (like nonparametrics, statistics and sports, combination of forecasts and magic squares, just to mention afew). Götz Trenkler was born in Dresden in 1943. After his school years in East G- many and West-Berlin, he obtained a Diploma in Mathematics from Free University of Berlin (1970), where he also discovered his interest in Mathematical Statistics. In 1973, he completed his Ph.D. with a thesis titled: On a distance-generating fu- tion of probability measures. He then moved on to the University of Hannover to become Lecturer and to write a habilitation-thesis (submitted 1979) on alternatives to the Ordinary Least Squares estimator in the Linear Regression Model, a topic that would become his predominant ?eld of research in the years to come.
Statistical Methods In Water Resources
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Author : D.R. Helsel
language : en
Publisher: Elsevier
Release Date : 1993-03-03
Statistical Methods In Water Resources written by D.R. Helsel and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-03-03 with Mathematics categories.
Data on water quality and other environmental issues are being collected at an ever-increasing rate. In the past, however, the techniques used by scientists to interpret this data have not progressed as quickly. This is a book of modern statistical methods for analysis of practical problems in water quality and water resources. The last fifteen years have seen major advances in the fields of exploratory data analysis (EDA) and robust statistical methods. The 'real-life' characteristics of environmental data tend to drive analysis towards the use of these methods. These advances are presented in a practical and relevant format. Alternate methods are compared, highlighting the strengths and weaknesses of each as applied to environmental data. Techniques for trend analysis and dealing with water below the detection limit are topics covered, which are of great interest to consultants in water-quality and hydrology, scientists in state, provincial and federal water resources, and geological survey agencies. The practising water resources scientist will find the worked examples using actual field data from case studies of environmental problems, of real value. Exercises at the end of each chapter enable the mechanics of the methodological process to be fully understood, with data sets included on diskette for easy use. The result is a book that is both up-to-date and immediately relevant to ongoing work in the environmental and water sciences.
Nbs Special Publication
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Author :
language : en
Publisher:
Release Date : 1970
Nbs Special Publication written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Weights and measures categories.