Boostrap testing for independence in Marshall and Olkin's model under random censorship

임의중단된 이변량 지수모형의 독립성에 대한 붓스트랩 검정

  • 김달호 ((702-701) 대구광역시 북구 산격동 경북대학교 자연과학대학 통계학과) ;
  • 조길호 ((702-701) 대구광역시 북구 산격동 경북대학교 자연과학대학 통계학과) ;
  • 조장식 ((702-701) 대구광역시 북구 산격동 경북대학교 자연과학대학 통계학과 시간강사)
  • Published : 1996.09.01

Abstract

In this paper, we consider the Marshall and Olkin's bivariate exponential model under random censorship for the distribution of failure times of a system with two components. We propose a bootstrap testing procedure for independence and compare the powers of it with other tests via Monte Carlo simulation.

본 논문에서는 임의중단된 자료가 관찰되는 경우 Marshall과 Olkin의 이변량 지수 모형의 독립성에 대한 붓스트랩 검정절차를 제안하고, 몬테칼로 모의실험을 통하여 제안된 붓스트랩 검정법과 기존의 다른 검정법들의 검정력을 비교하였다.

Keywords

References

  1. Journal of the American Statistical Association v.62 Parameter Estimation for a Multivariate Exponential Distribution Arnold,B.C.
  2. Journal of the American Statistical Association v.67 Estimation and hypothesis testing for the parameters of a bivariate exponential distribution Bemis,B.M.;Bain,L.J.;Higgins,J.J.
  3. Journal of the American Statistical Association v.83 Prepivoting test statistics : A bootstrap view of asymptotic refinements Beran,R.
  4. Journal of the American Statistical Association v.68 On test of independence in a bivariate exponential distribution Bhattacharyya,G.K.;Johnson,R.A.
  5. Annals of Statistics v.7 Bootstap methods: Another lood at the jacknife Efron,B.
  6. An Introduction to the Bootstrap Efron,B.;Tibshirani,R.J.
  7. Annals of Statistics v.16 Theoretical comparison of bootstrap confidence intervals(with discussion) Hall,P.
  8. Biometrics v.47 Two guidelines for bootstrap hypothesis testing Hall,P.;Wilson,S.R.
  9. Communications in Statistics v.A20 Large sample tests of independence for absolutely continuous bivariate exponential distribution Hanagal,D.D.;Kale,B.K.
  10. Communications in Statistics v.A21 Some inference results in bivariate exponential distributions based on censored samples Hanagal,D.D.;Kale,B.K.
  11. Journal of the Royal Statistical Society, Series B v.50 Bootstrap methods.(With discussion) Hinkely,D.V.
  12. Journal of the American Statistical Association v.62 A multivariate exponential distribution Marshall,A.W.;Olkin,I.