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"
}