Publication detail
Comparison of Powers of Some Tests in One-Way ANOVA Type Model with Negative Binomial Distribution
HÜBNEROVÁ, Z. DOUDOVÁ, L.
Czech title
Porovnání sil některých testů v modelu typu jednoduché ANOVY s negativně binomickým rozdělením
English title
Comparison of Powers of Some Tests in One-Way ANOVA Type Model with Negative Binomial Distribution
Type
conference paper
Language
en
Original abstract
When analyzing biological, insurance or reliability data the negative binomial (NB) distribution is often encountered. This paper is concerned with models, where the expected value and the shape parameter of the NB variable possibly depend on one factor. Particularly, the tests of an equality of the expected values under various assumptions about the values of the shape parameters are inspected with regard to the empirical size and power. The testing procedure in the case, when the hypothesis of an equality of the shape parameters is not rejected, is of the main interest. An extensive simulation study aims at answering questions that might arise in this situation.
Czech abstract
S negativně binomickým rozdělením se casto setkáváme při analýze dat z oblasti biologie, pojištovnictví nebo spolehlivosti. Článek je věnován modelům, ve kterých jak střední hodnota, tak parametr tvaru NB proměnné mohou záviset na jednom faktoru. Zvláště je zkoumána empirická velikost a síla testů rovnosti středních hodnot při různých předpokladech o hodnotách parametru tvaru. Hlavně je věnována pozornost testovacímu postupu v případě, že není zamítnuta hypotéza shodnosti parametru tvaru. Rozsáhlá simulační studie se zaměřuje na zodpovězení otázek, které mohou v takové situaci vyvstat.
English abstract
When analyzing biological, insurance or reliability data the negative binomial (NB) distribution is often encountered. This paper is concerned with models, where the expected value and the shape parameter of the NB variable possibly depend on one factor. Particularly, the tests of an equality of the expected values under various assumptions about the values of the shape parameters are inspected with regard to the empirical size and power. The testing procedure in the case, when the hypothesis of an equality of the shape parameters is not rejected, is of the main interest. An extensive simulation study aims at answering questions that might arise in this situation.
Keywords in Czech
negativně binomické rozdělení, poměr věrohodnosti, Waldova statistika, skorova statistika, sila, zobecněný lineární model
Keywords in English
negative binomial distribution, likelihood ratio, Wald statistic, score statistic, power, Generalized linear model
RIV year
2012
Released
20.12.2012
Publisher
Publishing office of the University of Defence
Location
Brno
ISBN
978-80-7231-897-1
Book
XX International Conference PDMU-2012, Problems of Decision Making under Uncertainties Proceedings - Applied Papers
Edition number
1
Pages from–to
19–30
Pages count
11
BIBTEX
@inproceedings{BUT103912,
author="Zuzana {Hübnerová} and Lucie {Doudová},
title="Comparison of Powers of Some Tests in One-Way ANOVA Type Model with Negative Binomial Distribution",
booktitle="XX International Conference PDMU-2012, Problems of Decision Making under Uncertainties Proceedings - Applied Papers",
year="2012",
month="December",
pages="19--30",
publisher="Publishing office of the University of Defence",
address="Brno",
isbn="978-80-7231-897-1"
}