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Two sample tests for high-dimensional covariance matrices
High-dimensional covariance large p small n likelihood ratio test testing for gene-sets
2012/6/21
We propose two tests for the equality of covariance matrices between two high-dimensional populations. One test is on the whole variance--covariance matrices, and the other is on off-diagonal sub-matr...
Likelihood ratio type two-sample tests for current status data
Nonparametric two sample tests current status data likelihood ratio Weibull distribu-tions
2011/3/24
We introduce fully nonparametric two sample tests for testing the null hypothesis that the two samples come from the same distribution if the values are only indirectly given via current status censor...
Likelihood ratio type two-sample tests for current status data
Nonparametric two sample tests current status data, likelihood ratio Weibull distribu-tions
2011/3/23
We introduce fully nonparametric two sample tests for testing the null hypothesis that the two samples come from the same distribution if the values are only indirectly given via current status censor...
The robustness of two sample tests for means–a reply on von Eye’s comment
robustness non-normality variance heterogeneity discrete distributions autocorrelation t-test
2009/12/29
The question, which test; the t-test or the Wilcoxon test for comparing means of two distributions has to be preferred must be answered by “the t-test”. Both tests are robust against non-normality wit...
Nonparametric two-sample tests for increasing convex order
bootstrap critical values empirical stop-loss transform increasing convex order one-sided two-sample tests
2010/3/18
Given two independent samples of non-negative random variables with unknown distribution
functions F and G, respectively, we introduce and discuss two tests for the hypothesis that F is less than or ...