Performance of Some Modified Test Statistics for Testing the Population Signal to Noise Ratio: Simulation and Applications

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.