Power Comparison of Independence Test for the Farlie-Gumbel-Morgenstern Family

- Journal title : Communications for Statistical Applications and Methods
- Volume 17, Issue 4, 2010, pp.493-505
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2010.17.4.493

Title & Authors

Power Comparison of Independence Test for the Farlie-Gumbel-Morgenstern Family

Amini, M.; Jabbari, H.; Mohtashami Borzadaran, G.R.; Azadbakhsh, M.;

Amini, M.; Jabbari, H.; Mohtashami Borzadaran, G.R.; Azadbakhsh, M.;

Abstract

Developing a test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by Guven and Kotz (2008) based on the asymptotic distribution of the test statistics.

Keywords

Negative and positive quadrant dependence;Farlie-Gambel-Morgenstern distribution;U-Statistics;

Language

English

Cited by

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