Robust Brown-Forsythe and Robust Modified Brown-Forsythe ANOVA Tests Under Heteroscedasticity for Contaminated Weibull Distribution

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Autore principale: Derya Karagöz
Natura: Artículo científico
Lingua:en
Pubblicazione: Universidad Nacional de Colombia 2016
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author Derya Karagöz
author_facet Derya Karagöz
contents Robust Brown-Forsythe and Robust Modified Brown-Forsythe ANOVA Tests Under Heteroscedasticity for Contaminated Weibull Distribution Derya Karagöz Tülay Saraçbaşı Física, Astronomía y Matemáticas Brown ANOVA Forsythe Modified Brown WeibullDistribution In this study, robust Brown-Forsythe and robust Modified Brown-ForsytheANOVA tests are proposed to take into consideration heteroscedastic andnon-normality data sets with outliers. The non-normal data is assumed to bea two parameters Weibull distribution. Robust proposed tests are obtainedby using robust mean and variance estimators based onmedian=M ADandmedian=Qnmethods instead of maximum likelihood. The behaviors of therobust proposed and classical ANOVA tests are examined by simulationstudy. The results shows that the proposed robust tests have good per-formance especially in the presence of heteroscedasticity and contamination. 2016 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89943490002 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.39
format Artículo científico
id redalyc_89943490002
institution Redalyc
language en
publishDate 2016
publisher Universidad Nacional de Colombia
spellingShingle Robust Brown-Forsythe and Robust Modified Brown-Forsythe ANOVA Tests Under Heteroscedasticity for Contaminated Weibull Distribution
Derya Karagöz
Física, Astronomía y Matemáticas
Brown
ANOVA
Forsythe
Modified Brown
WeibullDistribution
Robust Brown-Forsythe and Robust Modified Brown-Forsythe ANOVA Tests Under Heteroscedasticity for Contaminated Weibull Distribution Derya Karagöz Tülay Saraçbaşı Física, Astronomía y Matemáticas Brown ANOVA Forsythe Modified Brown WeibullDistribution In this study, robust Brown-Forsythe and robust Modified Brown-ForsytheANOVA tests are proposed to take into consideration heteroscedastic andnon-normality data sets with outliers. The non-normal data is assumed to bea two parameters Weibull distribution. Robust proposed tests are obtainedby using robust mean and variance estimators based onmedian=M ADandmedian=Qnmethods instead of maximum likelihood. The behaviors of therobust proposed and classical ANOVA tests are examined by simulationstudy. The results shows that the proposed robust tests have good per-formance especially in the presence of heteroscedasticity and contamination. 2016 artículo científico 0120-1751 https://www.redalyc.org/articulo.oa?id=89943490002 en http://www.redalyc.org/revista.oa?id=899 Revista Colombiana de Estadística application/pdf Universidad Nacional de Colombia Revista Colombiana de Estadística (Colombia) Num.1 Vol.39
title Robust Brown-Forsythe and Robust Modified Brown-Forsythe ANOVA Tests Under Heteroscedasticity for Contaminated Weibull Distribution
topic Física, Astronomía y Matemáticas
Brown
ANOVA
Forsythe
Modified Brown
WeibullDistribution
url https://www.redalyc.org/articulo.oa?id=89943490002