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Showing 2 results for Test Statistic
Sedighe Zamani Mehryan, Ali Reza Nematollahi, Volume 7, Issue 2 (3-2014)
Abstract
In this paper, the pseudo-likelihood estimators and the limiting distribution of the score test statistic associated with several hypothesis tests such as unit root test for the linear regression models with stationary and nonstationary residuals are calculated. The limiting behavior of theses test statistics by using a simpler approach of the original presentation is derived. Also by using a Mont Carlo method, it is shown that the derived pseudo-likelihood estimators are appropriate. The quantiles of the limiting distribution of the test statistic for a unit root are also calculated and a new table is provided which can be used by researchers for the unit root test.
Mahtab Khosromoradi, Reza Zarei, Volume 20, Issue 2 (3-2027)
Abstract
This paper addresses the limitations of classical correlation measures when data are imprecise, inherently vague, or affected by measurement uncertainty. We develop a new method for computing the correlation coefficient and conducting the corresponding hypothesis test for intuitionistic fuzzy data. Using the $(alpha, beta)$-cut approach and formulating an associated nonlinear programming problem, we derive the intuitionistic fuzzy correlation coefficient and generalize the related test statistic. We demonstrate the effectiveness of the method through two numerical examples and an extensive simulation study across three uncertainty levels and various sample sizes. Simulation results indicate that under high uncertainty, the proposed method substantially reduces the Type I error rate and achieves higher power than the approach based on conventional fuzzy sets. Furthermore, by enabling separate modeling of membership and non-membership degrees, the proposed method allows for evaluating the distinct influence of each component on the final outcomes, leading to more realistic analyses in imprecise environments.
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