A bivariate median test
β Scribed by F. K. Bedall; H. Zimmermann
- Publisher
- John Wiley and Sons
- Year
- 1980
- Tongue
- English
- Weight
- 101 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Methods for robust comparison of bivariate errors-in-variables are considered. The concept of median lines is introduced for the robust estimation of principal components. Median lines separate the bivariate sample space into two equally sized parts. Statistical properties of the model parameters ar
In the competing risks set up with two dependent competing risks let F(z, y) be the joint probability distribution of (X, Y), the notional times to failure under the two risks. Actual independent obaervations are ( T i , & ) , i=l, 2, ..., n where Tf=min(Xi, Yi) and & = I ( X c a Y f ) . To test Ho:
Classical statistical tests may be sensitive to violations of the fundamental model assumptions inherent in the derivation and construction of these tests. It is obvious that such violations are much more probable in the presence of vague data. Thus nonparametric tests seem to be promising statistic