论文标题

一般分布的独立性图形测试

Graphical tests of independence for general distributions

论文作者

Dvořák, Jiří, Mrkvička, Tomáš

论文摘要

我们提出了两对随机变量之间的两个无模型,基于置换的基于置换的测试。这些测试可以应用于来自任何双变量分布的样品:这些测试的连续,离散或混合物,带有轻尾或重尾,\ ldots \ ldots测试利用了在空间统计的情况下,利用了最新的全球信封测试的开发。除了测试的广泛适用性外,它们的主要好处在于测试结果的图形解释:如果拒绝独立性的无效假设,则指示两个边际分子中分位数的组合,以使其与独立性的偏差很大。该信息可用于更多地了解观察到的数据的属性,并为提出更复杂的模型和假设提供指导。我们在模拟研究中评估了提出的测试的性能,并将其与几个公认的独立性测试进行了比较。此外,我们说明了测试的使用以及测试结果的解释在两个真实数据集中,包括气象报告(每日平均温度和每日总降水量,在0毫米时有原子成分)和道路事故报告(道路类型和道路类型和天气条件,这两个变量都有分类分布)。

We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy tails, \ldots The tests take advantage of the recent development of the global envelope tests in the context of spatial statistics. Apart from the broad applicability of the tests, their main benefit lies in the graphical interpretation of the test outcome: in case of rejection of the null hypothesis of independence, the combinations of quantiles in the two marginals are indicated for which the deviation from independence is significant. This information can be used to gain more insight into the properties of the observed data and as a guidance for proposing more complicated models and hypotheses. We assess the performance of the proposed tests in a simulation study and compare them to several well-established tests of independence. Furthermore, we illustrate the use of the tests and the interpretation of the test outcome in two real datasets consisting of meteorological reports (daily mean temperature and total daily precipitation, having an atomic component at 0 millimeters) and road accidents reports (type of road and the weather conditions, both variables having categorical distribution).

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