Showing 1 - 8 of 8
A brief review is given of procedures for the collective analysis of a large number of significance tests. A simple procedure previously supplied for isolating 'real' effects on the basis of a large number of significance tests is generalized to deal with two-sided tests and is also related more...
Persistent link: https://www.econbiz.de/10005462454
This paper presents a Bayesian-hypothesis-testing-based methodology for model validation and confidence extrapolation under uncertainty, using limited test data. An explicit expression of the Bayes factor is derived for the interval hypothesis testing. The interval method is compared with the...
Persistent link: https://www.econbiz.de/10004966835
Linear mixed models (LMM) are frequently used to analyze repeated measures data, because they are more flexible to modelling the correlation within-subject, often present in this type of data. The most popular LMM for continuous responses assumes that both the random effects and the...
Persistent link: https://www.econbiz.de/10005492194
Because it is easy to compute from three common statistics (minimum, maximum, standard deviation) the studentized range is a useful test for non-normality when the original data are unavailable. For samples from symmetric populations, the studentized range allows an assessment of kurtosis with...
Persistent link: https://www.econbiz.de/10005458142
Skew-normal distribution is a class of distributions that includes the normal distributions as a special case. In this paper, we explore the use of Markov Chain Monte Carlo (MCMC) methods to develop a Bayesian analysis in a multivariate, null intercept, measurement error model [R. Aoki, H....
Persistent link: https://www.econbiz.de/10005639827
Control charts are one of the most important methods in industrial process control. The acceptance control chart is generally applied in situations when an X-super-¯ chart is used to control the fraction of conforming units produced by the process and where 6-sigma spread of the process is...
Persistent link: https://www.econbiz.de/10005278896
For testing normality we investigate the power of several tests, first of all, the well-known test of Jarque & Bera (1980) and furthermore the tests of Kuiper (1960) and Shapiro & Wilk (1965) as well as tests of Kolmogorov-Smirnov and Cramer-von Mises type. The tests on normality are based,...
Persistent link: https://www.econbiz.de/10005278900
In this paper we consider and propose some confidence intervals for estimating the mean or difference of means of skewed populations. We extend the median t interval to the two sample problem. Further, we suggest using the bootstrap to find the critical points for use in the calculation of...
Persistent link: https://www.econbiz.de/10004966839