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Some general results on least favorable parameter configurations with special reference to equivalence testing and the range statistic

Identifieur interne : 000B38 ( Istex/Corpus ); précédent : 000B37; suivant : 000B39

Some general results on least favorable parameter configurations with special reference to equivalence testing and the range statistic

Auteurs : Guido Giani ; Helmut Finner

Source :

RBID : ISTEX:499FF6191C15F0E4B45658C1A7FAAD68B12F58FD

Abstract

The problem of hypotheses testing where equivalence is stated as the alternative hypothesis is investigated. With respect to a class of absolutely continuous probability distributions with location parameter ϑ ∈ R, k≧2, equivalence is defined in terms of the range of the components of ϑ. For nonrandomized tests having certain reasonable invariance properties, general results for the extremal points of the power function over both the hypothesis of non-equivalence and subsets of the alternative are provided. The power problem is completely solved, among other things, for tests based on the range statistic. Finally, the equicorrelated normal case is treated in detail and sample sizes for controlling both error levels in equivalence testing are given.

Url:
DOI: 10.1016/0378-3758(91)90057-L

Links to Exploration step

ISTEX:499FF6191C15F0E4B45658C1A7FAAD68B12F58FD

Le document en format XML

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<ce:textfn>FB IV - Mathematik/Statistik, Universität Trier, Postfach 3825, W-5500 Trier, Germany</ce:textfn>
</ce:affiliation>
</ce:author-group>
<ce:date-received day="2" month="10" year="1989"></ce:date-received>
<ce:date-revised day="15" month="3" year="1990"></ce:date-revised>
<ce:miscellaneous>Recommended by Klaus J. Miescke</ce:miscellaneous>
<ce:abstract>
<ce:section-title>Abstract</ce:section-title>
<ce:abstract-sec>
<ce:simple-para>The problem of hypotheses testing where equivalence is stated as the alternative hypothesis is investigated. With respect to a class of absolutely continuous probability distributions with location parameter
<math altimg="si1.gif">ϑ ∈
<of>R</of>
, k≧2</math>
, equivalence is defined in terms of the range of the components of ϑ. For nonrandomized tests having certain reasonable invariance properties, general results for the extremal points of the power function over both the hypothesis of non-equivalence and subsets of the alternative are provided. The power problem is completely solved, among other things, for tests based on the range statistic. Finally, the equicorrelated normal case is treated in detail and sample sizes for controlling both error levels in equivalence testing are given.</ce:simple-para>
</ce:abstract-sec>
</ce:abstract>
<ce:keywords class="msc">
<ce:section-title>MSC</ce:section-title>
<ce:keyword>
<ce:text>62F03</ce:text>
</ce:keyword>
</ce:keywords>
<ce:keywords class="msc">
<ce:section-title>MSC</ce:section-title>
<ce:keyword>
<ce:text>60E15, 62H99</ce:text>
</ce:keyword>
</ce:keywords>
<ce:keywords>
<ce:section-title>Keywords</ce:section-title>
<ce:keyword>
<ce:text>Testing for equivalence</ce:text>
</ce:keyword>
<ce:keyword>
<ce:text>least favorable parameter configurations</ce:text>
</ce:keyword>
<ce:keyword>
<ce:text>bounds for power functions</ce:text>
</ce:keyword>
<ce:keyword>
<ce:text>probability inequalities</ce:text>
</ce:keyword>
<ce:keyword>
<ce:text>range statistic</ce:text>
</ce:keyword>
<ce:keyword>
<ce:text>studentized range</ce:text>
</ce:keyword>
<ce:keyword>
<ce:text>sample size determination</ce:text>
</ce:keyword>
</ce:keywords>
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<title>Some general results on least favorable parameter configurations with special reference to equivalence testing and the range statistic</title>
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<title>Some general results on least favorable parameter configurations with special reference to equivalence testing and the range statistic</title>
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<affiliation>Institut für Medizinische Statistik und Dokumentation, Technische Hochschule Aachen, Pauwellstrasse 30, W-5100 Aachen, Germany</affiliation>
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<name type="personal">
<namePart type="given">Helmut</namePart>
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<affiliation>FB IV - Mathematik/Statistik, Universität Trier, Postfach 3825, W-5500 Trier, Germany</affiliation>
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<dateModified encoding="w3cdtf">1990-03-15</dateModified>
<copyrightDate encoding="w3cdtf">1991</copyrightDate>
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<abstract lang="en">The problem of hypotheses testing where equivalence is stated as the alternative hypothesis is investigated. With respect to a class of absolutely continuous probability distributions with location parameter ϑ ∈ R, k≧2, equivalence is defined in terms of the range of the components of ϑ. For nonrandomized tests having certain reasonable invariance properties, general results for the extremal points of the power function over both the hypothesis of non-equivalence and subsets of the alternative are provided. The power problem is completely solved, among other things, for tests based on the range statistic. Finally, the equicorrelated normal case is treated in detail and sample sizes for controlling both error levels in equivalence testing are given.</abstract>
<note>Recommended by Klaus J. Miescke</note>
<subject>
<genre>MSC</genre>
<topic>62F03</topic>
</subject>
<subject>
<genre>MSC</genre>
<topic>60E15, 62H99</topic>
</subject>
<subject>
<genre>Keywords</genre>
<topic>Testing for equivalence</topic>
<topic>least favorable parameter configurations</topic>
<topic>bounds for power functions</topic>
<topic>probability inequalities</topic>
<topic>range statistic</topic>
<topic>studentized range</topic>
<topic>sample size determination</topic>
</subject>
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<title>Journal of Statistical Planning and Inference</title>
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<dateIssued encoding="w3cdtf">199105</dateIssued>
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<identifier type="ISSN">0378-3758</identifier>
<identifier type="PII">S0378-3758(00)X0207-8</identifier>
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<date>199105</date>
<detail type="volume">
<number>28</number>
<caption>vol.</caption>
</detail>
<detail type="issue">
<number>1</number>
<caption>no.</caption>
</detail>
<extent unit="issue pages">
<start>1</start>
<end>138</end>
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