Search results for "Z-test"
showing 2 items of 2 documents
Testing for homogeneity in meta-analysis I. The one-parameter case: standardized mean difference.
2010
Meta-analysis seeks to combine the results of several experiments in order to improve the accuracy of decisions. It is common to use a test for homogeneity to determine if the results of the several experiments are sufficiently similar to warrant their combination into an overall result. Cochran's Q statistic is frequently used for this homogeneity test. It is often assumed that Q follows a chi-square distribution under the null hypothesis of homogeneity, but it has long been known that this asymptotic distribution for Q is not accurate for moderate sample sizes. Here, we present an expansion for the mean of Q under the null hypothesis that is valid when the effect and the weight for each s…
Statistical validation of simulation models of observable systems
2003
In this paper, for validating computer simulation models of real, observable systems, an uniformly most powerful invariant (UMPI) test is developed from the generalized maximum likelihood ratio (GMLR). This test can be considered as a result of a new approach to solving the Behrens‐Fisher problem when covariance matrices of two multivariate normal populations (compared with respect to their means) are different and unknown. The test is based on invariant statistic whose distribution, under the null hypothesis, does not depend on the unknown (nuisance) parameters. The sample size and threshold of the UMPI test are determined from minimization of the weighted sum of the model builder's risk a…