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Homogeniškumo kriterijai, naudojant priklausomas cenzūruotas imtis / Homogeneity tests for related censored samples

Darbo tikslas – susipažinti ir išnagrinėti homogeniškumo kriterijus, skirtus priklausomoms cenzūruotoms imtims. Tam buvo suformuluoti tokie uždaviniai: • Simuliuoti duomenis, naudojantis Kleitono kopula; • Suformuluoti homogeniškumo kriterijus dvimačiu ir daugiamačiais atvejais; • Patikrinti homogeniškumo kriterijaus galingumą dvimačiu atveju, naudojant simuliuotus duomenis. Duomenys bus simuliuojami ir homogeniškumo hipotezė bus tikrinama su SAS programiniu paketu. Homogeniškumo hipotezė bus tikrinama dviem atvejais, kai duomenys bus simuliuojami pagal tokį patį skirstinius, ir pagal skirtingus skirstinius. Gauti rezultatai parodys, kur artėja gautasis reikšmingumo lygmuo, kai skirstiniai sutampa, ir kokia gaunasi kriterijaus galia, kai skirstiniai nesutampa. / Projects purpose – to describe homogeneity tests for related censored samples. It were challenges: 1. To learn how simulate Clayton‘s copula , to know what it is Clayton‘ copula; 2. To describe homogeneity tests for related censored paired samples; 3. To test homogeneity hypotesis, when data is simulated by Clayton‘s copula. And the results are: If we have censored data, with Clayton‘s parameter and ,and distributions are the same, significance level is near chosen asymptotic significance level. If we have censored data, with Clayton‘s parameter and ,and distributions are not the same, the test power for most parametres is 1 and it means that the hypotesis was rejected for all samples, and only for several test power wasn‘t 1 when the sample is n=1000. So, for my simulated samples, the homogeneity test for related censored samples, was effective.

Identiferoai:union.ndltd.org:LABT_ETD/oai:elaba.lt:LT-eLABa-0001:E.02~2011~D_20140627_171131-46457
Date27 June 2014
CreatorsKovalčis, Viktorija
ContributorsBagdonavičius, Vilijandas, Vilnius University
PublisherLithuanian Academic Libraries Network (LABT), Vilnius University
Source SetsLithuanian ETD submission system
LanguageLithuanian
Detected LanguageEnglish
TypeMaster thesis
Formatapplication/pdf
Sourcehttp://vddb.library.lt/obj/LT-eLABa-0001:E.02~2011~D_20140627_171131-46457
RightsUnrestricted

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