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Social and Behavioral Sciences Commons

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Journal

2007

Applied Statistics

Monte Carlo Simulation

Articles 1 - 2 of 2

Full-Text Articles in Social and Behavioral Sciences

The Effect Of Different Degrees Of Freedom Of The Chi-Square Distribution On The Statistical Power Of The T, Permutation T, And Wilcoxon Tests, Michèle Weber Nov 2007

The Effect Of Different Degrees Of Freedom Of The Chi-Square Distribution On The Statistical Power Of The T, Permutation T, And Wilcoxon Tests, Michèle Weber

Journal of Modern Applied Statistical Methods

The Chi-square distribution is used quite often in Monte Carlo studies to examine statistical power of competing statistics. The power spectrum of the t-test, Wilcoxon test, and permutation t test are compared under various degrees of freedom for this distribution. The two t tests have similar power, which is generally less than the Wilcoxon.


Approximate Bayesian Confidence Intervals For The Mean Of An Exponential Distribution Versus Fisher Matrix Bounds Models, Vincent A. R. Camara May 2007

Approximate Bayesian Confidence Intervals For The Mean Of An Exponential Distribution Versus Fisher Matrix Bounds Models, Vincent A. R. Camara

Journal of Modern Applied Statistical Methods

The aim of this article is to obtain and compare confidence intervals for the mean of an exponential distribution. Considering respectively the square error and the Higgins-Tsokos loss functions, approximate Bayesian confidence intervals for parameters of exponential population are derived. Using exponential data, the obtained approximate Bayesian confidence intervals will then be compared to the ones obtained with Fisher Matrix bounds method. It is shown that the proposed approximate Bayesian approach relies only on the observations. The Fisher Matrix bounds method, that uses the z-table, does not always yield the best confidence intervals, and the proposed approach often performs better.