Related papers: Small Sample Inference for the Common Coefficient …
In this paper, we use the method of modified signed log-likelihood ratio test for the problem of testing the equality of correlation coefficients in two independent bivariate normal distributions. We compare this method with two other…
In this article, we consider the problem of constructing the confidence interval and testing hypothesis for the common coefficient of variation (CV) of several normal populations. A new method is suggested using the concepts of generalized…
A hypothesis testing and an interval estimation are studied for the common mean of several lognormal populations. Two methods are given based on the concept of generalized p-value and generalized confidence interval. These new methods are…
In this paper, we propose a general method for testing composite hypotheses. Our idea is to use confidence limits to define stopping and decision rules. The requirements of operating characteristic function can be satisfied by adjusting the…
We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation to the distribution of the signed likelihood ratio…
We describe a modified sequential probability ratio test that can be used to reduce the average sample size required to perform statistical hypothesis tests at specified levels of significance and power. Examples are provided for $z$ tests,…
The Birnbaum-Saunders regression model is commonly used in reliability studies. We address the issue of performing inference in this class of models when the number of observations is small. We show that the likelihood ratio test tends to…
Composite likelihood inference has gained much popularity thanks to its computational manageability and its theoretical properties. Unfortunately, performing composite likelihood ratio tests is inconvenient because of their awkward…
The log-normal distribution is used to describe the positive data, that it has skewed distribution with small mean and large variance. This distribution has application in many sciences for example medicine, economics, biology and…
Over the past decades, various methods for comparing the means of two log-normal have been proposed. Some of them are differing in terms of how the statistic test adjust to accept or to reject the null hypothesis. In this study, a new…
In this note, we study the relationship between the variational gap and the variance of the (log) likelihood ratio. We show that the gap can be upper bounded by some form of dispersion measure of the likelihood ratio, which suggests the…
In this paper we first provide a method to compute confidence intervals for the center of a piecewise normal distribution given a sample from this distribution, under certain assumptions. We then extend this method to an asymptotic setting,…
A profile likelihood ratio test is proposed for inferences on the index coefficients in generalized single-index models. Key features include its simplicity in implementation, invariance against parametrization, and exhibiting substantially…
We address the issue of performing testing inference in generalized linear models when the sample size is small. This class of models provides a straightforward way of modeling normal and non-normal data and has been widely used in several…
We present a new method for constructing a confidence interval for the mean of a bounded random variable from samples of the random variable. We conjecture that the confidence interval has guaranteed coverage, i.e., that it contains the…
In this paper we introduce randomized $t$-type statistics that will be referred to as randomized pivots. We show that these randomized pivots yield central limit theorems with a significantly smaller magnitude of error as compared to that…
Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…
In this paper, we show that the likelihood-ratio measure (a) is invariant with respect to dominating sigma-finite measures, (b) satisfies logical consequences which are not satisfied by standard $p$-values, (c) respects frequentist…
In this paper, a new randomized response technique aimed at protecting respondents' privacy is proposed. It is designed for estimating the population total, or the population mean, of a quantitative characteristic. It provides a~high degree…
We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two-regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung…