Test of independence in the Farlie-Gumbel-Morgenstern distribution

被引：3
|
作者：
Güven, B [1 ]
机构：
[1] Middle E Tech Univ, Dept Stat, TR-06531 Ankara, Turkey
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2003年 / 32卷 / 09期
关键词：
independence; quadrant dependence; Mellin transform; inversion integral; test function; likelihood ratio; approximated power;
D O I：
10.1081/STA-120022707
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the hypotheses; H-0 : theta = 0 vs. H-1 : theta greater than or equal to eta where theta is the dependence parameter of the Farlie-Gumbel-Morgenstren distribution and eta is an element of (0, 1]. A test, which maximizes the minimum power over the alternative hypothesis, is given for these hypotheses. The power function of this test is monotone increasing over the alternative hypothesis. Furthermore, the asymptotic distribution and the approximate power of the test are presented.
引用
收藏
页码：1753 / 1765
页数：13
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