DISPERSION COMPARISONS OF TWO PROBABILITY VECTORS UNDER MULTINOMIAL SAMPLING

doi:10.1016/S0252-9602(10)60088-4

Abstract

Abstract:

We consider testing hypotheses concerning comparing dispersions between two parameter vectors of multinomial distributions in both one-sample and two-sample cases. The comparison criterion is the concept of Schur majorization. A new dispersion index is proposed for testing the hypotheses. The corresponding test for the one-sample problem is an exact test. For the two-sample problem, the bootstrap is used to approximate the null distribution of the test statistic and the p-value. We prove that the bootstrap test is asymptotically correct and
consistent. Simulation studies for the bootstrap test are reported and a real life example is presented.

Key words: Multinomial distribution, dispersion, diversity, bootstrap, hypothesis testing, majorization

CLC Number:

62F03

XIONG Shi-Feng, LI Guo-Ying. DISPERSION COMPARISONS OF TWO PROBABILITY VECTORS UNDER MULTINOMIAL SAMPLING[J].Acta mathematica scientia,Series B, 2010, 30(3): 907-918.

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