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关于一般非参数Behrens-Fisher问题的秩和检验方法

On Rank Sum Procedure for Generalized Nonparametric Behrens-Fisher Problem
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摘要 在随机化临床试验中,针对一般非参数Behrens-Fisher问题,经常采用O'Brien秩和检验法和Huang等人的秩和检验法。为此,对O'Brien秩和检验法进行改进,讨论新检验方法的统计性质,并模拟三个检验法犯第一类错误的概率和检验功效。结果显示:新检验方法犯第一类错误的概率往往低于O'Brien秩和检验法及Huang等人的秩和检验法,而且新检验方法的功效高于其它两种检验。 In randomized clinical trials ,O'Brien (1984) rank sum procedure and Huang et al (2005) rank sum procedure are used to solve the generalized Nonparametric Behrens‐Fisher problem .This paper improves O'Brien rank sum procedure , simulates the Type I error probability and power of the new procedure .The simulation results show that the Type I error probability of the new procedure is often lower than O'Brien (1984) rank sum procedure and Huang et al (2005) rank sum procedure .Moreover , power of the new test is higher than both of them .
出处 《统计与信息论坛》 CSSCI 北大核心 2015年第1期3-8,共6页 Journal of Statistics and Information
基金 国家自然科学基金项目面上项目<劣者淘汰两阶段自适应临床试验的设计和分析>(11471239) 国家社会科学基金重大项目<国家统计数据质量管理研究>(09&ZD040)
关键词 一般非参数Behrens-Fisher问题 O'Brien秩和检验法 第一类错误 功效 generalized non-parametric Behrens-Fisher problem O'Brien rank sum test Type I error power
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