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Seminar on Probability and Statistics
Seminar information archive ～04/23｜Next seminar｜Future seminars 04/24～
| Organizer(s) | Nakahiro Yoshida, Teppei Ogihara, Yuta Koike |
|---|
2013/03/07
14:50-16:00 Room #006 (Graduate School of Math. Sci. Bldg.)
MAESONO, Yoshihiko (Kyushu University)
Smoothing of sign test and approximation of its p-value (JAPANESE)
http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/2012/16.html
MAESONO, Yoshihiko (Kyushu University)
Smoothing of sign test and approximation of its p-value (JAPANESE)
[ Abstract ]
In this talk we discuss theoretical properties of smoothed sign test, which based on a kernel estimator of the underlying distribution function of data. We show the smoothed sign test is equivalent to the usual sign test in the sense of Pitman efficiency, and its main term of the variance does not depend on the distribution of the population, under the null hypothesis. Though smoothed sign test is not distribution-free, we can obtain Edgeworth expansion which does not depend on the distribution. This is a joint work with Ms. Mengxin Lu of Kyushu University.
[ Reference URL ]In this talk we discuss theoretical properties of smoothed sign test, which based on a kernel estimator of the underlying distribution function of data. We show the smoothed sign test is equivalent to the usual sign test in the sense of Pitman efficiency, and its main term of the variance does not depend on the distribution of the population, under the null hypothesis. Though smoothed sign test is not distribution-free, we can obtain Edgeworth expansion which does not depend on the distribution. This is a joint work with Ms. Mengxin Lu of Kyushu University.
http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/2012/16.html
