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A Trinomial Test for Paired Data When There are Many Ties
http://hdl.handle.net/2261/26655
http://hdl.handle.net/2261/266554f0dc1ed-b624-4c14-8a15-3ed0ad745f87
Item type | テクニカルレポート / Technical Report(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2013-05-31 | |||||
タイトル | ||||||
タイトル | A Trinomial Test for Paired Data When There are Many Ties | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
主題 | Sign test | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | trinomial test | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | non-parametric test | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | ties | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | test statistics | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | hypothesis testing | |||||
主題Scheme | Other | |||||
キーワード | ||||||
主題 | JEL Classification: C12, C14, C15. | |||||
主題Scheme | Other | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_18gh | |||||
タイプ | technical report | |||||
アクセス権 | ||||||
アクセス権 | metadata only access | |||||
アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
著者 |
Guorui, Bian
× Guorui, Bian× McAleer, Michael× Wong, Wing-Keung |
|||||
著者所属 | ||||||
著者所属 | Department of Statistics East China Normal University | |||||
著者所属 | ||||||
著者所属 | Econometric Institute, Erasmus School of Economics Erasmus University Rotterdam Tinbergen Institute, The Netherlands | |||||
著者所属 | ||||||
著者所属 | Center for International Research on the Japanese economy (CIRJE) Faculty of Economics University of Tokyo | |||||
著者所属 | ||||||
著者所属 | Department of Economics and Institute for Computational Mathematics Hong Kong Baptist University | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero diferences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the proposed trinomial test statis-tic over the sign test in small samples in the presence of tie observations. We also show that the proposed trinomial test has substantially higher power than the sign test in large samples and also in the presence of tie observations, as the sign test ignores information from observations resulting in ties. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | 本文フィルはリンク先を参照のこと | |||||
書誌情報 |
Discussion paper series. CIRJE-F 巻 CIRJE-F-662, 発行日 2009-09 |
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書誌レコードID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA11450569 | |||||
フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf | |||||
日本十進分類法 | ||||||
主題 | 335 | |||||
主題Scheme | NDC | |||||
出版者 | ||||||
出版者 | 日本経済国際共同センター | |||||
出版者別名 | ||||||
Center for International Research on the Japanese Economy | ||||||
関係URI | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf662ab.html |