DOI QR코드

DOI QR Code

Comparing the empirical powers of several independence tests in generalized FGM family

Zargar, M.;Jabbari, H.;Amini, M.

  • 투고 : 2016.03.01
  • 심사 : 2016.05.03
  • 발행 : 2016.05.31

초록

The powers of some tests for independence hypothesis against positive (negative) quadrant dependence in generalized Farlie-Gumbel-Morgenstern distribution are compared graphically by simulation. Some of these tests are usual linear rank tests of independence. Two other possible rank tests of independence are locally most powerful rank test and a powerful nonparametric test based on the $Cram{\acute{e}}r-von$ Mises statistic. We also evaluate the empirical power of the class of distribution-free tests proposed by Kochar and Gupta (1987) based on the asymptotic distribution of a U-statistic and the test statistic proposed by $G{\ddot{u}}ven$ and Kotz (2008) in generalized Farlie-Gumbel-Morgenstern distribution. Tests of independence are also compared for sample sizes n = 20, 30, 50, empirically. Finally, we apply two examples to illustrate the results.

키워드

Generalized Farlie-Gumbel-Morgenstern (FGM) distribution;positive and negative quadrant dependence;rank tests;tests of independence;U-statistic

참고문헌

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과제정보

연구 과제 주관 기관 : Ferdowsi University of Mashhad