非参数检验功效的下界

A Lower Bound for the Power of Nonparametric Tests

Journal of Business & Economic Statistics · 1991
被引 10
人大 AABS 4

中文导读

给出了非参数检验(如广义显示偏好公理)功效下界的简单代数表达式,并通过多个数据集计算发现该下界有助于判断数据能否在随机行为备择假设下检测理性决策的偏离。

Abstract

This note provides relatively simple algebraic expressions that may be used to obtain a lower bound for the power of nonparametric tests such as the generalized axiom of revealed preference. Bounds are calculated for several data sets in which it is found that the lower bound developed here may be useful in establishing the ability of the data to detect violoations of rational decision making under the alternative hypothesis of random behavior.

非参数检验功效下界显示偏好公理随机行为