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摘要:
In order to avoid wrong conclusions in any further analysis, it is of importance to conduct a formal comparison for characteristic quantities of the distributions. These characteristic quantities we are familiar with include mean, quantity and reliability function, and so on. In this paper, we consider two tests aiming at the comparisons for function of parameters in Pareto distribution based on record values. They are generalized p-value-based test and parametric bootstrap-based test, respectively. The resulting procedures are easy to compute and are applicable to small samples. A simulation study is conducted to investigate and compare the performance of the proposed tests. A phenomenon we note is that generalized p-value-based test almost uniformly outperforms the parametric bootstrap-based test.
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来源 :
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN: 0361-0926
年份: 2018
期: 10
卷: 47
页码: 2456-2468
0 . 8 0 0
JCR@2022
ESI学科: MATHEMATICS;
ESI高被引阀值:34
JCR分区:4