Comparison of Scale Estimators for Testing Against Umbrella Alternative

O. Ufuk Ekiz; Hamza Gamgam

EN

Comparison of Scale Estimators for Testing Against Umbrella Alternative

Abstract

To test null hypothesis against umbrella alternative for scale parameters, statistic based on scale estimator is proposed in [1]. In this study, statistics based on different estimators of scale parameters are compared according to type I error , , and power. For and given values of , , , the results are obtained using the data is generated from exponential and normal distributions in simulation design. According to the simulation results, when the data generated from normal distribution, the power value of test statistics based on robust estimators is almost same to the ones based on parametric estimator as the sample size increases. Moreover, similar results are obtained when the data is generated from exponential distribution.

Keywords

Umbrella Alternatives,Trimmed Variance,Winsorized Variance

References

Singh, P. and Liu, W, (2006), A Test Against an Umbrella Ordered Altenatives,
Computational Statistics & Data Analysis, 51, 1957-1964

Details

Primary Language

English

Subjects

-

Journal Section

Research Article

Authors

O. Ufuk Ekiz
GAZI UNIV
Türkiye

Hamza Gamgam
GAZI UNIV
Türkiye

Publication Date

September 20, 2017

Submission Date

February 9, 2017

Acceptance Date

-

Published in Issue

Year 2017 Volume: 30 Number: 3

IZ

https://izlik.org/JA94XY85EP

Cite

RIS / Bibtex

APA

Ekiz, O. U., & Gamgam, H. (2017). Comparison of Scale Estimators for Testing Against Umbrella Alternative. Gazi University Journal of Science, 30(3), 131-138. https://izlik.org/JA94XY85EP

AMA

1.Ekiz OU, Gamgam H. Comparison of Scale Estimators for Testing Against Umbrella Alternative. Gazi University Journal of Science. 2017;30(3):131-138. https://izlik.org/JA94XY85EP

Chicago

Ekiz, O. Ufuk, and Hamza Gamgam. 2017. “Comparison of Scale Estimators for Testing Against Umbrella Alternative”. Gazi University Journal of Science 30 (3): 131-38. https://izlik.org/JA94XY85EP.

EndNote

Ekiz OU, Gamgam H (September 1, 2017) Comparison of Scale Estimators for Testing Against Umbrella Alternative. Gazi University Journal of Science 30 3 131–138.

IEEE

[1]O. U. Ekiz and H. Gamgam, “Comparison of Scale Estimators for Testing Against Umbrella Alternative”, Gazi University Journal of Science, vol. 30, no. 3, pp. 131–138, Sept. 2017, [Online]. Available: https://izlik.org/JA94XY85EP

ISNAD

Ekiz, O. Ufuk - Gamgam, Hamza. “Comparison of Scale Estimators for Testing Against Umbrella Alternative”. Gazi University Journal of Science 30/3 (September 1, 2017): 131-138. https://izlik.org/JA94XY85EP.

JAMA

1.Ekiz OU, Gamgam H. Comparison of Scale Estimators for Testing Against Umbrella Alternative. Gazi University Journal of Science. 2017;30:131–138.

MLA

Ekiz, O. Ufuk, and Hamza Gamgam. “Comparison of Scale Estimators for Testing Against Umbrella Alternative”. Gazi University Journal of Science, vol. 30, no. 3, Sept. 2017, pp. 131-8, https://izlik.org/JA94XY85EP.

Vancouver

1.O. Ufuk Ekiz, Hamza Gamgam. Comparison of Scale Estimators for Testing Against Umbrella Alternative. Gazi University Journal of Science [Internet]. 2017 Sep. 1;30(3):131-8. Available from: https://izlik.org/JA94XY85EP