Title : ( Power comparison of independence test for Farlie-Gumbel-Morgenstern family )
Authors: Mohammad Amini , Hadi Jabbari Nooghabi , Gholam Reza Mohtashami Borzadaran , M. Azadbakhsh ,
Full TextAbstract
Developing test for independence of random variables X and Y against the alternative has an important role in statistical inference. Kochar and Gupta (1987) proposed a class of tests in view of Block and Basu (1974) model and compared the powers for sample sizes n = 8, 12. In this paper, we evaluate Kochar and Gupta (1987) class of tests for testing independence against quadrant dependence in absolutely continuous bivariate Farlie-Gambel-Morgenstern distribution, via a simulation study for sample sizes n = 6, 8, 10, 12, 16 and 20. Furthermore, we compare the power of the tests with that proposed by G¨uven and Kotz (2008) based on the asymptotic distribution of the test statistics.
Keywords
, Negative and Positive quadrant dependence, Farlie-Gambel- Morgenstern distribution, U-Statistics
@inproceedings{paperid:1020052,
author = {Amini, Mohammad and Jabbari Nooghabi, Hadi and Mohtashami Borzadaran, Gholam Reza and M. Azadbakhsh},
title = {Power comparison of independence test for Farlie-Gumbel-Morgenstern family},
booktitle = {10th Iranian Statistical Conference},
year = {2010},
location = {تبریز, IRAN},
keywords = {Negative and Positive quadrant dependence; Farlie-Gambel-
Morgenstern distribution; U-Statistics},
}
%0 Conference Proceedings
%T Power comparison of independence test for Farlie-Gumbel-Morgenstern family
%A Amini, Mohammad
%A Jabbari Nooghabi, Hadi
%A Mohtashami Borzadaran, Gholam Reza
%A M. Azadbakhsh
%J 10th Iranian Statistical Conference
%D 2010
