Systems and Means of Informatics
2021, Volume 31, Issue 4, pp 2737
DISTRIBUTIONS OF LIKELIHOOD RATIO STATISTICS FOR MONOTONE TREND DETECTION
Abstract
The problem of analyzing a monotonic trend is considered. The model is based on the change in the mean of the normal distribution, for which the distributions of the likelihood ratio statistics are mixtures of chisquare or beta distributions with weights determined through the Stirling numbers of the first kind. The questions of approximation of these distributions are investigated. An effective method for calculating significance criteria by discarding insignificant elements of a mixture is proposed which makes it possible to reduce the complexity of calculations by several orders of magnitude. The issues of expanding the criteria for analyzing the trend of the mean normal distribution to procedures for identifying stochastic ordering are discussed. For these purposes, the authors apply the monotonic trend criterion for the averaged ranks, the statistics of which, in the absence of changes, is distributed as a mixture of chisquare distributions.
The use of a graded assessment structure was of fundamental importance: it was possible not only to obtain original results, but also to ensure the viability of the proposed solutions.
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[+] About this article
Title
DISTRIBUTIONS OF LIKELIHOOD RATIO STATISTICS FOR MONOTONE TREND DETECTION
Journal
Systems and Means of Informatics
Volume 31, Issue 4, pp 2737
Cover Date
20211210
DOI
10.14357/08696527210403
Print ISSN
08696527
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
monotone trend; likelihood ratio test; nonparametric trend detection; asymptotic distribution; probability distribution approximation
Authors
M. P. Krivenko
Author Affiliations
Federal Research Center "Computer Science and Control", Russian Academy of Sciences, 442 Vavilov Str., Moscow 119333, Russian Federation
