Performance of some modified test statistics for testing the population signal to noise ratio: Simulation and Applications Article

Menendez, S, George, F, Kibria, BMG. (2023). Performance of some modified test statistics for testing the population signal to noise ratio: Simulation and Applications . 19 83-102. 10.37394/232014.2023.19.10

cited authors

  • Menendez, S; George, F; Kibria, BMG

authors

abstract

  • This paper considers fifteen existing and proposed test statistics for testing the population SNR. A theoretical comparison among the test statistics is not possible, a Monte Carlo simulation study has been conducted. The performance of the test statistics is based on the empirical size and power of the tests considering a significance level 0.05. The simulation study resulted in some existing and proposed methods performing well in some conditions. For testing SNR=1, 2 and 5, Method 10 performed the best in all simulation conditions. However, for testing SNR=0.5 the proposed Method 12 and for testing SNR=10, the proposed Method 15 performed the best. Two real life data sets are analyzed to illustrate the performance of the test statistics.

publication date

  • January 1, 2023

Digital Object Identifier (DOI)

start page

  • 83

end page

  • 102

volume

  • 19