استنباط آماری تعمیم‌یافته برای مقایسۀ بردارهای میانگین در جامعه‌های لگ‌نرمال چند متغیره

نویسندگان
1 دانشگاه گلستان، گروه آمار
2 دانشگاه یزد، گروه آمار
چکیده
در این مقاله به مسئلۀ مقایسه میانگین‌های چندین جامعه لگ‌‌نرمال چندمتغیره پرداخته می­شود و یک روش مفید به‌‌نام روش متغیر تعمیم‌یافته ارائه می­گردد. بررسی‌های شبیه‌سازی نشان می‌دهد که آزمون فرض روش پیشنهادی صرف نظر از حجم نمونه، اندازه و توان آزمون مناسبی دارد. برای ارزیابی این روش، آن را با روش مرسوم آنالیز واریانس چندمتغیره مقایسه می‌کنیم که اندازۀ واقعی هر دو آزمون به یک‌دیگر نزدیک هستند ولی توان آزمون و احتمال پوشش روش پیشنهادی در بسیاری از موارد به‌ویژه در اندازه نمونه‌های کوچک بهتر از روش آنالیز واریانس چندمتغیره است. بنابراین می­توان این روش را برای حالتی که ماتریس­های واریانس-کوواریانس برابر نیستند و روش دیگری برای مقایسۀ میانگین­ها وجود ندارد به کار برد.


کلیدواژه‌ها

عنوان مقاله English

Comparing Mean Vectors Via Generalized Inference in Multivariate Log-Normal Distributions ns

چکیده English

Abstract

In this paper, we consider the problem of means in several multivariate log-normal distributions and propose a useful method called as generalized variable method. Simulation studies show that suggested method has a appropriate size and power regardless sample size. To evaluation this method, we compare this method with traditional MANOVA such that the actual sizes of the two methods are close but the power of test and coverage probability of proposed methods are better than MANOVA in most cases specially when the sample sizes are small. Therefore, we can use this method when the variance-covariance matrices are not equal and there is not a suitable method../files/site1/files/52/7.pdf

کلیدواژه‌ها English

Generalized Variable
Multivariate log-normal distribution
Size and power of test
Coverage probability
Cholesky decomposition
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