مشخصات پژوهش

خانه /آزمون چند متغیره و بررسی مدل ...
عنوان آزمون چند متغیره و بررسی مدل برای آماره های ترتیبی تعمیم یافته همراه با کاربردهایشان
نوع پژوهش پایان‌نامه
کلیدواژه‌ها Likelihood Ratio Test, Rao Score test, Wald test, Generalized Order Statistics, Random Variables
چکیده In this thesis, after introducing various models of randomly ordered variables, we finally introduce a model that is called generalized order statistics model, which includes many previous models. The family of distribution of generalized order statistics has an exponential structure that we employ to establish multivariate tests on the model parameters.For simple and composite null hypotheses, the likelihood ratio test (LR test), Wald’s test, and Rao’s score test are derived and turn out to have simple representations. The asymptotic distribution of the corresponding test statistics under the null hypothesis is stated, and, in case of a simple null hypothesis, asymptotic optimality of the LR test is addressed. Applications of the tests are presented; in particular, we discuss their use in reliability, and to decide whether a Poisson process is homogeneous. Finally, a power study is performed to measure and compare the quality of the tests for both, simple and composite null hypotheses.
پژوهشگران لطافت حق نگهدار (دانشجو)، محمداسماعیل دهقان منفرد (استاد راهنما)، ابوذر بازیاری (استاد مشاور)