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The application of Stuart-Maxwell test in determining the identically distributed correct choice
Chi-square test Homogeneity Mcnemar test
2010/9/10
In Comparison to Macnemar test, the Stuart-Maxwell test is considered to be a useful tool in determining the homogeneity of qualitative variables. In examing the answer keys to the final tests at Paym...
Nonparametric test for class of of life distributions
Life distribution RNBRUE U-statistic
2010/9/15
The renewal new is better than renewal used in expectation (RNBRUE) class of life distributions is derived.This class is defined based on comparing random residual life at a certain age and its equili...
Reliability test plans for Marshall-Olkin extended exponential distribution
Reliability test plans Marshall-Olkin extended exponential distribution producer’s risk
2010/9/17
In this paper we develop a reliability test plan for acceptance/rejection of a lot of products submitted for inspection with lifetimes governed by the Marshall-Olkin extended exponential distribution....
A statistical test for time reversibility of stationary finite state Markov chains
Markov chain Time reversible
2010/9/17
In this paper stationary irreducible aperiodic finite state Markov chains are considered. We investigate time reversibility of these chains and a statistical tool for characterizing their time reversi...
A quantile-score test for experimental design
Analysis of variance interaction linear models
2010/9/15
Nonparametric rank tests are important tools for experimental designs,for example: rank transformation, normal-score rank test. There are discussions and controversies in the literatures concerning so...
Some Properties of A Lack-of-Fit Test for a Linear Errors in Variables Model
Linear errors-in-variables model model checking conditional expectation weight score test
2007/12/11
The relationship between the linear errors-in-variables model and the corresponding ordinary linear model in statistical inference is studied. It is shown that normality of the distribution of covaria...
A Note on the Nonparametric Least-squares Test for Checking a Polynomial Relationship
ocal polynomial fitting polynomial regression
2007/12/10
Recently, Gijbels and Rousson suggested a new approach, called nonparametric least-squares test, to check polynomial regression relationships. Although this test procedure is not only simple but also ...
PERCENTAGE POINTS AND POWER OF AK-S TYPE TEST FOR LINEARITY IN AUTOREGRESSIVE TIME SERIES
Kolmogorov-Smirnov type test
2007/12/10
The empirical upper percentage points of the null distribution of a Kolmogorov-Smirnov type test for checking linearity in autoregressive models are tabulated in this paper, and the good power propert...