Print

Print


Hi

I would a appreciate the help of anyone who can offer some help with
"The Method of Normal Scores", a methodology for the multiple comparison of
means originally illustrated by Dr J. A. Nelder in the paper "The
Present State of Multiple Comparison Methods", R. O' Neill, G. B. Wetherill
 (1971) (pp.244-245).

This method can be outlined as follows:

Suppose we want to compare k means from k normally distributed rvs. We plot
the ordered mean scores x(i)  against the expected valued of the ordered
statistics in a sample of the same size n from a standard normal
distribution (i.e. the normal score).

The null hypothesis (under H0) is that the code means are sampled from a
normal distribution with mean mu and variance sigma^2 . If this
hypothesis is true the expected value for the code means are given by :

E[x(i)] =mu + sigma/sqrt(n) *r(i)


So if a line of slope sigma/sqrt(n) is drawn through the means, the points
on the plot x(i) against r(i) should lie roughly along this line. If
they don't and there is a discontinuity in the plot, it may be argued
that the code means divide into more than one group.  More precisely
Nelder used,

q(i) =(x(i) - x(i-1)) / (r(i)-r(i-1))


to divide the means into more than one group.

My main question is what the are the properties of the q(i) statistic ,
in particular its distribution and any other properties would be useful
. It would also be useful to know any other ways to group means using
this methodology or others, but I guess the difficulty is in working out the
theoretical misclassification rate for more than one mean.


Thanks in  advance

Siva