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Showing 1 to 9 of 9 for “"Behrens--Fisher problem"”.
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A comparison of the performance of several solutions to the Behrens-Fisher problem
Typescript (photocopy).
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A comparison of the performance of several solutions to the Behrens-Fisher problem
Typescript (photocopy).
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Robustness And Power Comparison Of The Mood-Westenberg And Siegel-Tukey Tests
… design, one might become aware of the Behrens-Fisher problem (heteroscedasticity) in order to apply an approximate solution, such as the Yuen's statistic (1974). It was expected that both the Mood-Westenberg dispersion test (1948) and the Siegel-Tukey test (1960) would remain robust …
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Methods for Comparing Two Means with Application in Adaptive Clinical Trials
… and efficiency. In this thesis, we derive the Behrens-Fisher distribution, and use the distributional result to examine the effect of an intervention by comparing population means of intervention group and control group. Sample size prediction methods proporting to solve the Behrens-Fisher …
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LINEAR HYPOTHESIS TESTING FOR HIGH-DIMENSIONAL DATA UNDER HETEROSCEDASTICITY
The Behrens-Fisher problem is one of the most fundamental problems in Statistics. In this thesis, we mainly consider three high-dimensional hypothesis testing problems: the two-sample Behrens-Fisher problem, the heteroscedastic one-way MANOVA, and the general linear hypothesis under …
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Comparing k Population Means with No Assumption about the Variances
… without assuming equal variances. This is the Behrens-Fisher problem for k=2. We propose a method that uses the exact distribution of the likelihood ratio (test) statistic. The data is used to estimate this exact distribution to obtain an estimated critical value or an estimated p-value.</p>
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Solving Some Behrens-Fisher Problems Using Modified Bartlett Correction
The Behrens-Fisher (BF) problems refer to compare the means or mean vectors of several normal populations without assuming the equality of the variances or covariance matrices of those normal populations. These BF problems are challenging and caught much attention for decades since the standard …
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Approximation of Quantiles of Rank Test Statistics Using Almost Sure Limit Theorems
<p>There are many problems in statistics where the analysis is based on asymptotic distributions. In some cases, the asymptotic distribution is in an open form or is intractable. One possible solution is the logarithmic quantile estimation (LQE) method introduced by Thangavelu (2005) for rank tests …
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BOOTSTRAPPING ANALOGS OF THE ONE WAY MANOVA TEST
The classical one way MANOVA model is used to test whether the mean measurements are the same or differ across p groups, and assumes that the covariance matrix of each group is the same. This work suggests using the Olive (2017abc) bootstrap technique to develop analogs of one way MANOVA test. A …