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双因素方差分析模型中的广义p-值
引用本文:扈慧敏,徐兴忠. 双因素方差分析模型中的广义p-值[J]. 北京理工大学学报, 2007, 27(9): 843-846
作者姓名:扈慧敏  徐兴忠
作者单位:北京理工大学,理学院,北京,100081;北京理工大学,理学院,北京,100081
摘    要:利用Fiducial方法得到模型中假设检验问题的广义枢轴向量,由此直接定义广义p-值,并证明由此广义p-值所给出的检验在边界上具有频率性质. 在数值模拟中对广义p-值方法与广义F-检验方法作了比较. 模拟结果表明,在异方差时,广义p-值方法优于广义F-检验.

关 键 词:双因素ANOVA  假设检验  Fiducial推断  广义枢轴向量  广义p-值
文章编号:1001-0645(2007)09-0843-04
修稿时间:2007-04-12

Generalized p-Value in Two-Way ANOVA Models
HU Hui-min and XU Xing-zhong. Generalized p-Value in Two-Way ANOVA Models[J]. Journal of Beijing Institute of Technology(Natural Science Edition), 2007, 27(9): 843-846
Authors:HU Hui-min and XU Xing-zhong
Affiliation:School of Science, Beijing Institute XU Xing-zhong of Technology, Beijing 100081, China
Abstract:Generalized pivotal model is drawn by Fiducial inference,by which the generalized p-value is defined directly.Then the hypotheses testing problem is solved and this test is proved to be valid at the boundary.In simulation,the method of generalized p-value inference is compared with generalized F-test.The results showed,that the method of generalized p-value is better than the generalized F-test in heterogeneous variances cases.
Keywords:two-way ANOVA  hypothesis testing  Fiducial inference  generalized pivotal  generalized p-value
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