書誌事項
- タイトル別名
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- Distribution-Free Simultaneous Confidence Intervals Based on Wilcoxon's Rank Statistics in the One-Way Layout
- タグン モデル ニ オケル ウィルコクソン ノ ジュンイワ ニ モトズク ノンパラメトリック ドウジ シンライ クカン
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抄録
We consider simultaneous confidence intervals based on rank statistics of Wilcoxon-type in one-way layout. Using exact simultaneous rank tests and using Gauss's notation, we give exact expressions for the procedures of the simultaneous confidence intervals. Furthermore, we give two expressions of the asymptotic simultaneous confidence intervals. Although the distributions for the normal theory pocedures are given by double integrals, the asymptotic distributions for the proposed procedures are expressed as single integrals. Especially, we derive the upper and lower bounds for the asymptotic distribution of Tukey-type statistics. From simulation, we can see that the asymptotic simultaneous confidence intervals are conservative. When sample sizes are large, we recommend the simultaneous confidence intervals based on the Monte Carlo simulation. When the sizes of all samples are large, it is found that the rank procedures are superior to the classical normal theory procedures except the case that an underlying distribution is nearly normal.
収録刊行物
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- 応用統計学
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応用統計学 37 (3), 125-150, 2008
応用統計学会
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詳細情報 詳細情報について
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- CRID
- 1390282679419058944
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- NII論文ID
- 130002136761
- 10024748999
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- NII書誌ID
- AN00330942
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- ISSN
- 18838081
- 02850370
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- NDL書誌ID
- 9803544
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- データソース種別
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- JaLC
- NDL
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- 使用不可
