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Journal ArticleDOI

Tables of the Studentized Maximum Modulus Distribution and an Application to Multiple Comparisons Among Means

Michael R. Stoline, +1 more
- 01 Feb 1979 - 
- Vol. 21, Iss: 1, pp 87-93
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TLDR
In this paper, the results of the comparisons continue to support the fact that the T-Method is preferred if the unbalance of the sample sizes is slight and that T becomes a stronger competitor as α increases.
Abstract
Tables of the upper α-points m α; k*, v of the studentized maximum modulus distribution with parameter k* and v degrees of freedom are given for α = .01, .05, 10, and .20, twelve values 01 V, and k* = k(k − 1)/2 for k = 3(1)20. The tables are of use in applying Hochberg's GT2-Method [6] of multiple comparison and extend the use of this method to cases with k ≤ 20 means. As conjectured in [15]. the GT2-Method is in almost all cases the strongest of several competitors of Spodtvoll and Stoline's T′-Method [11] for carrying out the set of k* pairwise comparisons between the means of k groups with arbitrary sample sizes. The auxiliary tables of [15], in which the T′-Method and other procedures are compared, are extended here. These tables should aid the user in choosing between the T′ and GT2-Methods. The results of the comparisons continue to support the fact that the T-Method is preferred if the unbalance of the sample sizes is slight and that T becomes a stronger competitor as α increases.

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Journal ArticleDOI

The High Volume Return Premium

TL;DR: In this paper, the authors investigate the role of trading activity in terms of the information it contains about future prices and find that stocks experiencing unusually high ~low! trading volume over a day or a week tend to appreciate ~depreciate! over the course of the following month.
Journal ArticleDOI

Consistent Tests for Stochastic Dominance

TL;DR: In this article, a variety of approaches to inference based on simulation and the bootstrap are presented, and compared to one another and to alternative approaches based on multiple comparisons in the context of a Monte Carlo experiment and an empirical example.
Journal ArticleDOI

A simple multiple variance ratio test

TL;DR: In this article, the authors extended the Lo and MacKinlay (1988) methodology and provided a simple modification for testing multiple variance ratios, and Monte Carlo results indicate that the size of their test is close to its nominal size and that it is as reliable as the Dickey-Fuller (D-F) and the Phillips-Perron (P-P) unit root tests.
Journal ArticleDOI

Pairwise Multiple Comparisons in the Unequal Variance Case

TL;DR: In this article, four pairwise multiple comparison procedures for the case in which the variances in the groups are unequal were compared by computer simulation: the GH procedure based on the Studentized range and the Welch formula for approximate degrees of freedom (df), the C procedure, T2, T3 and T3 were compared.
Journal ArticleDOI

Nonparametric Tests of Stochastic Dominance in Income Distributions

Gordon Anderson
- 01 Sep 1996 - 
TL;DR: In this paper, a test for stochastic dominance based on the Goodness of Fit Test was proposed, implemented, and compared with indirect tests of second-order dominance currently utilized in income distribution studies.
References
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Journal ArticleDOI

The Analysis of Variance

TL;DR: In this paper, the basic theory of analysis of variance by considering several different mathematical models is examined, including fixed-effects models with independent observations of equal variance and other models with different observations of variance.
Book

Simultaneous Statistical Inference

TL;DR: In this article, the authors presented a case of two means regression method for the family error rate, which was used to estimate the probability of a family having a nonzero family error.
Journal ArticleDOI

Multiple Comparisons among Means

TL;DR: In this paper, the authors considered the possibility of picking in advance a number (say m) of linear contrasts among k means, and then estimating these m linear contrasts by confidence intervals based on a Student t statistic, in such a way that the overall confidence level for the m intervals is greater than or equal to a preassigned value.
Journal ArticleDOI

Rectangular Confidence Regions for the Means of Multivariate Normal Distributions

TL;DR: For rectangular confidence regions for the mean values of multivariate normal distributions, this paper proved that a confidence region constructed for independent coordinates is, at the same time, a conservative confidence region for any case of dependent coordinates.
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