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检验的影响函数

Influence Functions for Testing

Journal of the American Statistical Association · 1981
被引 11
ABS 4

中文导读

将Hampel影响函数应用于转换后的P值,定义了检验的影响函数,用于描述观测值和基础分布对检验行为的影响,适用于无条件检验和条件检验。

Abstract

Abstract Influence functions for testing are defined by applying Hampel's influence function to transformed P values. These influence functions describe the effect of an observation and an underlying distribution on the behavior of a test. Because these influence functions are not based on the test statistic alone, they are applicable to both unconditional and conditional (e.g., randomization) tests. The influence function of a transformed P value at a null hypothesis distribution is related to an influence function based on limiting power. The influence functions of several one- and two-sample tests for location are discussed to illustrate the utility of this approach.

统计学假设检验影响函数P值