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Full-Text Articles in Other Applied Mathematics
A Novel Correction For The Adjusted Box-Pierce Test, Sidy Danioko, Jianwei Zheng, Kyle Anderson, Alexander Barrett, Cyril S. Rakovski
A Novel Correction For The Adjusted Box-Pierce Test, Sidy Danioko, Jianwei Zheng, Kyle Anderson, Alexander Barrett, Cyril S. Rakovski
Mathematics, Physics, and Computer Science Faculty Articles and Research
The classical Box-Pierce and Ljung-Box tests for auto-correlation of residuals possess severe deviations from nominal type I error rates. Previous studies have attempted to address this issue by either revising existing tests or designing new techniques. The Adjusted Box-Pierce achieves the best results with respect to attaining type I error rates closer to nominal values. This research paper proposes a further correction to the adjusted Box-Pierce test that possesses near perfect type I error rates. The approach is based on an inflation of the rejection region for all sample sizes and lags calculated via a linear model applied to simulated …
Score Test And Likelihood Ratio Test For Zero-Inflated Binomial Distribution And Geometric Distribution, Xiaogang Dai
Score Test And Likelihood Ratio Test For Zero-Inflated Binomial Distribution And Geometric Distribution, Xiaogang Dai
Masters Theses & Specialist Projects
The main purpose of this thesis is to compare the performance of the score test and the likelihood ratio test by computing type I errors and type II errors when the tests are applied to the geometric distribution and inflated binomial distribution. We first derive test statistics of the score test and the likelihood ratio test for both distributions. We then use the software package R to perform a simulation to study the behavior of the two tests. We derive the R codes to calculate the two types of error for each distribution. We create lots of samples to approximate …