IDEAS home Printed from https://ideas.repec.org/a/spr/compst/v29y2014i6p1691-1711.html
   My bibliography  Save this article

A rank test based on the moments of order statistics of the modified Makeham distribution

Author

Listed:
  • T. Ogura
  • H. Murakami

Abstract

Single moments of order statistics from the modified Makeham distribution (MMD) are derived, an identity about the single moments of order statistics is given, and the specific expected value and variance of the single moments of order statistics from the MMD are calculated. In this study, the order statistic from the MMD was applied to the rank sum test in a two-sample problem. The exact critical values of the designated statistics were evaluated. Simulations were used to investigate the power of these statistics for the two-sided alternative with several population distributions. The powers of the statistics were compared with the Wilcoxon rank sum statistic, the Lepage statistic, the modified Baumgartner statistic, the Savage test and the normal score test. The Edgeworth expansion was used to evaluate the upper tail probability for the preferred statistic, given finite sample sizes. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • T. Ogura & H. Murakami, 2014. "A rank test based on the moments of order statistics of the modified Makeham distribution," Computational Statistics, Springer, vol. 29(6), pages 1691-1711, December.
    • Handle: RePEc:spr:compst:v:29:y:2014:i:6:p:1691-1711
    DOI: 10.1007/s00180-014-0513-2
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00180-014-0513-2
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00180-014-0513-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ali Genç, 2012. "Moments of order statistics of Topp–Leone distribution," Statistical Papers, Springer, vol. 53(1), pages 117-131, February.
    2. Nadarajah, Saralees, 2008. "Explicit expressions for moments of order statistics," Statistics & Probability Letters, Elsevier, vol. 78(2), pages 196-205, February.
    3. P. Thomas & Philip Samuel, 2008. "Recurrence relations for the moments of order statistics from a beta distribution," Statistical Papers, Springer, vol. 49(1), pages 139-146, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. MirMostafaee, S.M.T.K., 2014. "On the moments of order statistics coming from the Topp–Leone distribution," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 85-91.
    2. Zuber Akhter & Jagdish Saran & Kanika Verma & Narinder Pushkarna, 2022. "Moments of Order Statistics from Length-Biased Exponential Distribution and Associated Inference," Annals of Data Science, Springer, vol. 9(6), pages 1257-1282, December.
    3. Ali Genç, 2012. "Moments of order statistics of Topp–Leone distribution," Statistical Papers, Springer, vol. 53(1), pages 117-131, February.
    4. Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne, 2023. "Risk aggregation with FGM copulas," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 102-120.
    5. Alexander, Carol & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Sarabia, José María, 2012. "Generalized beta-generated distributions," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1880-1897.
    6. Charlotte Truchet & Alejandro Arbelaez & Florian Richoux & Philippe Codognet, 2016. "Estimating parallel runtimes for randomized algorithms in constraint solving," Journal of Heuristics, Springer, vol. 22(4), pages 613-648, August.
    7. Yousry Abdelkader, 2010. "Computing the moments of order statistics from independent nonidentically distributed Beta random variables," Statistical Papers, Springer, vol. 51(2), pages 307-313, June.
    8. David E. Giles, 2012. "A Note on Improved Estimation for the Topp-Leone Distribution," Econometrics Working Papers 1203, Department of Economics, University of Victoria.
    9. Nayabuddin & M. A. Khan, 2022. "A Note on Exact Moments of Order Statistics from Exponentiated Burr XII Distribution," Annals of Data Science, Springer, vol. 9(6), pages 1339-1346, December.
    10. Fatimah E. Almuhayfith & Mahfooz Alam & Hassan S. Bakouch & Sudeep R. Bapat & Olayan Albalawi, 2024. "Linear Combination of Order Statistics Moments from Log-Extended Exponential Geometric Distribution with Applications to Entropy," Mathematics, MDPI, vol. 12(11), pages 1-15, June.
    11. Aly, Emad-Eldin A.A., 2020. "On order statistics from Laplace-type distributions," Statistics & Probability Letters, Elsevier, vol. 160(C).
    12. Pescim, Rodrigo R. & Demétrio, Clarice G.B. & Cordeiro, Gauss M. & Ortega, Edwin M.M. & Urbano, Mariana R., 2010. "The beta generalized half-normal distribution," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 945-957, April.
    13. Emrah ALTUN & Morad ALIZADEH & Gamze OZEL & Hüseyin TATLIDIL & Najmieh MAKSAYI, 2017. "Forecasting Value-At-Risk With Two-Step Method: Garch-Exponentiated Odd Log-Logistic Normal Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 97-115, December.
    14. Zhe Chen & F. Douglas Foster & David R. Gallagher & Adrian D. Lee & Steven Cahan, 2015. "A model of emulation funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(3), pages 717-748, September.
    15. Abdelaziz Alsubie & Zuber Akhter & Haseeb Athar & Mahfooz Alam & Abd EL-Baset A. Ahmad & Gauss M. Cordeiro & Ahmed Z. Afify, 2021. "On the Omega Distribution: Some Properties and Estimation," Mathematics, MDPI, vol. 9(6), pages 1-21, March.
    16. Francesca Condino & Filippo Domma, 2017. "A new distribution function with bounded support: the reflected generalized Topp-Leone power series distribution," METRON, Springer;Sapienza Università di Roma, vol. 75(1), pages 51-68, April.
    17. Maria C.S. Lima & Gauss M. Cordeiro & Edwin M.M. Ortega & Abraão D.C. Nascimento, 2019. "A new extended normal regression model: simulations and applications," Journal of Statistical Distributions and Applications, Springer, vol. 6(1), pages 1-17, December.
    18. Mahdi Salehi & Mahdi Doostparast, 2015. "Expressions for moments of order statistics and records from the skew-normal distribution in terms of multivariate normal orthant probabilities," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(4), pages 547-568, November.
    19. Francesca Condino & Filippo Domma & Giovanni Latorre, 2018. "Likelihood and Bayesian estimation of $$P(Y{," Statistical Papers, Springer, vol. 59(2), pages 467-485, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:29:y:2014:i:6:p:1691-1711. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.