摘要
In this paper,several properties of one-way classification model with skew-normal random effects are obtained,such as moment generating function,density function and noncentral skew chi-square distribution,etc.Based on the EM algorithm,we discuss the maximum likelihood(ML)estimation of unknown parameters.For testing problem of fixed effect,a parametric bootstrap(PB)approach is developed.Finally,some simulation results on the Type I error rates and powers of the PB approach are obtained,which show that the PB approach provides satisfactory performances on the Type I error rates and powers,even for small samples.For illustration,our main results are applied to a real data problem.
In this paper, several properties of one-way classification model with skew-normal random effects are obtained, such as moment generating function, density function and noncentral skew chi-square distribution, etc. Based on the EM algorithm, we discuss the maximum likelihood(ML) estimation of unknown parameters. For testing problem of fixed effect, a parametric bootstrap(PB) approach is developed. Finally, some simulation results on the Type I error rates and powers of the PB approach are obtained, which show that the PB approach provides satisfactory performances on the Type I error rates and powers, even for small samples.For illustration, our main results are applied to a real data problem.
基金
Supported by Zhejiang Provincial Philosophy and Social Science Planning Zhijiang Youth Project of China(Grant No.16ZJQN017YB)
Ministry of Education of China,Humanities and Social Science Projects(Grant No.19YJA910006)
Zhejiang Provincial Natural Science Foundation of China(Grant No.LY20A010019)
Fundamental Research Funds for the Provincial Universities of Zhejiang(Grant No.GK199900299012-204)
Zhejiang Provincial Statistical Science Research Base Project of China(Grant No.19TJJD08)
