Vol: 32 Page: 231

Authors:
Andrzej Zieliński

Title:
 Comparison of tests of hypothesis that power transformation parameter lambda is equal to one

Language: English

Keywords:
power transformation
asymptotic tests
non-additivity tests
power of test

Summary:
Application of power transformation with parameter λ for random variable x and estimating λ tacitly assumes need for the transformation, i.e. that λ≠1. There are a few test verifying necessity for transformation: the likelihood ratio test, the test using Tukey’s idea of non-additivity, and some their modifications. The aim of the paper is to examine the power of the above mentioned test using Monte-Carlo methods in case of a sample and in case of data.classified in one-way.