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Opperman Dissertation2.pdf (954.59 KB)
ETD Abstract Container
Abstract Header
Sequential Inference and Nonparametric Goodness-of-Fit Tests for Certain Types of Skewed Distributions
Author Info
Opperman, Logan J
Permalink:
http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1560856288455652
Abstract Details
Year and Degree
2019, Doctor of Philosophy (Ph.D.), Bowling Green State University, Mathematics/Mathematical Statistics.
Abstract
We consider a sequence of i.i.d. random observations from a standard skew-normal distribution with skewness λ, denoted as SN(λ). We wish to test H
0
: λ = λ
0
vs H
1
: λ = λ
1
, where λ
0
and λ
1
(λ
0
≠ λ
1
) are unknown constants, with target type-I and type-II error probabilities, denoted as α and β respectively. We first describe some interesting characteristics of the skew-normal distribution and then adopt Wald's sequential probability ratio test (SPRT) to perform the decision making and determine, on average, how many observations are needed to make such a decision. We choose numerous values of λ
0
and λ
1
to study how the chosen values affect the average sample number (ASN). We then compare these theoretical average sample numbers to those obtained through simulations. The approximations developed are applied to a set of BMI data. We develop a nonparametric goodness-of-fit test for the hypothesis H
0
: F = SN(μ, σ, λ) vs H
1
: F ≠ SN(μ, σ, λ), based on the energy distance where F is the distribution of X
1
, ... , X
n
. We first describe the energy distance and functions of energy distance, called energy statistics, along with some useful properties. We also briefly describe currently available goodness-of-fit tests for the skew-normal distribution in order to make comparisons with the proposed test. Simulations are conducted to indicate that the proposed test controls the Type-I error rate well and power studies show a higher detection rate for skew-normal than existing tests. The proposed test is applied to a set of IQ data and to the BMI data from Chapter 2. We develop a nonparametric goodness-of-fit test for the hypothesis H
0
: F = SEP(μ,σ, λ,ν) vs H
1
: F ≠ SEP(μ, σ, λ,ν) where SEP(μ, σ, λ,ν) is the skewed exponential power distribution. This proposed test is based on the energy distance described in Chapter 3. We first describe the exponential power distribution in its symmetric version first while discussing some useful properties. Then we place the skewness parameter in the distribution. Simulations are conducted to show how the proposed test controls the Type-I error rate and power studies are performed to investigate the competitiveness of the proposed test.
Committee
Wei Ning, Ph.D. (Advisor)
Amy Morgan, Ph.D. (Other)
John Chen, Ph.D. (Committee Member)
Craig Zirbel, Ph.D. (Committee Member)
Pages
102 p.
Subject Headings
Statistics
Keywords
Sequential Analysis
;
Skew-Normal distribution
;
Energy Statistics
Recommended Citations
Refworks
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Citations
Opperman, L. J. (2019).
Sequential Inference and Nonparametric Goodness-of-Fit Tests for Certain Types of Skewed Distributions
[Doctoral dissertation, Bowling Green State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1560856288455652
APA Style (7th edition)
Opperman, Logan.
Sequential Inference and Nonparametric Goodness-of-Fit Tests for Certain Types of Skewed Distributions.
2019. Bowling Green State University, Doctoral dissertation.
OhioLINK Electronic Theses and Dissertations Center
, http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1560856288455652.
MLA Style (8th edition)
Opperman, Logan. "Sequential Inference and Nonparametric Goodness-of-Fit Tests for Certain Types of Skewed Distributions." Doctoral dissertation, Bowling Green State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=bgsu1560856288455652
Chicago Manual of Style (17th edition)
Abstract Footer
Document number:
bgsu1560856288455652
Download Count:
396
Copyright Info
© 2019, all rights reserved.
This open access ETD is published by Bowling Green State University and OhioLINK.