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Asymptotic properties of likelihood ratio statistics on non-inferiority hypothesis testing

Research Project

Project/Area Number 16500178
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Statistical science
Research InstitutionOsaka Prefecture University

Principal Investigator

TAKAGI Yoshiji  Osaka Prefecture University, Graduate School of Science, Associate Professor, 理学系研究科, 助教授 (00231390)

Project Period (FY) 2004 – 2006
Project Status Completed (Fiscal Year 2006)
Budget Amount *help
¥2,900,000 (Direct Cost: ¥2,900,000)
Fiscal Year 2006: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2005: ¥900,000 (Direct Cost: ¥900,000)
Fiscal Year 2004: ¥1,300,000 (Direct Cost: ¥1,300,000)
Keywordsnon-inferiority hypothesis / exponential distribution / type I censored data / likelihood ratio statistic / k-sample problem / normal distribution / non-differentiable point / ワイブル分布 / パラメータ直交化変換 / non-inferiority / 条件付尤度
Research Abstract

We have the following two research results.
1.The non-inferiority testing problem between some treatments is discussed in survival model where the underlying distribution is exponential and data are subject to type I censoring. The asymptotic distribution of the likelihood ratio statistic is derived in two-sample and k-sample cases. One testing procedure for the non-inferiority testing hypotheses is proposed based on the likelihood ratio statistic.
2.The non-inferiority testing problem between two treatments is discussed based on the likelihood ratio statistic. Let the underlying distribution for the two treatments be normally distributed with mean θ and μ, respectively, and common unknown variance. We consider the following general hypotheses including the non-inferiority hypotheses : H_0:θ≧h(μ) v.s. H_1:θ<h(μ), where h(μ)is any continuous and strictly increasing function. In this situation, the asymptotic distribution of the log-likelihood ratio statistic is obtained under the true value on the boundary of the hypotheses. When the true value is any differentiable point, the asymptotic distribution becomes 1/2+(1/2)x^2_1 irrespective to the function h(μ), where x^2_1 is the chi-squared random variable with one degree of freedom. On the other hand, if the true point is any non-differentiable point for the function h(,μ), the asymptotic distribution is expressed in the form depending on right and left differential coefficients of the function h(μ).

Report

(4 results)
  • 2006 Annual Research Report   Final Research Report Summary
  • 2005 Annual Research Report
  • 2004 Annual Research Report

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Published: 2004-04-01   Modified: 2016-04-21  

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