TY - JOUR
T1 - Classic and Bootstrap Tests for Equality of Means
TT - آزمون های کلاسیک و بوت استرپ برابری میانگین ها
JF - jsci
JO - jsci
VL - 14
IS - 2
UR - http://jsci.khu.ac.ir/article-1-1649-en.html
Y1 - 2014
SP - 83
EP - 96
KW - Analysis of variance
KW - Behrens-Fisher problem
KW - Parametric bootstrap
KW - Monte Carlo simulation
N2 - Traditional methods for testing equality of means are based on normality observations in each treatment, but parametric bootstrap methods offer a test statistic to estimate P-value by resampling. In article, first, Fisher, Cochran, Welch, James, Brown and Forsyth, Approximate F, Weerahandi, Adjust Welch and Parametric Bootstrap tests for testing hypothesis equality of means are defined. Then type one error and power of these tests were compared to each other by a simulation study for various sizes of samples and treatments. Finally sizes of these tests were calculated for the real data of Esfahan Cement factory. Traditional methods for testing equality of means are based on normality observations in each treatment, but parametric bootstrap methods offer a test statistic to estimate P-value by resampling. In article, first, Fisher, Cochran, Welch, James, Brown and Forsyth, Approximate F, Weerahandi, Adjust Welch and Parametric Bootstrap tests for testing hypothesis equality of means are defined. Then type one error and power of these tests were compared to each other by a simulation study for various sizes of samples and treatments. Finally sizes of these tests were calculated for the real data of Esfahan Cement factory.
M3
ER -