En. Dzhafarov et Jn. Rouder, EMPIRICAL DISCRIMINABILITY OF 2 MODELS FOR STOCHASTIC RELATIONSHIP BETWEEN ADDITIVE COMPONENTS OF RESPONSE-TIME, Journal of mathematical psychology, 40(1), 1996, pp. 48-63
Citations number
9
Categorie Soggetti
Psychologym Experimental","Social Sciences, Mathematical Methods","Mathematical, Methods, Social Sciences
Dzhafarov (1992, J. Math. Psych. 36, 235-268) analyzed additive decomp
ositions of simple response time (RT) into two random variables: a sig
nal-independent component and a component stochastically decreasing an
d vanishing as signal magnitude increases. The asymptotic behavior of
RT (the dependence of RT of a given quantile rank on signal magnitude
in the region of sufficiently large signals) was shown to be different
under different models of stochastic relationship between the two RT
components. As a simple alternative to the more traditional stochastic
independence model, according to which the two RT components have sto
chastically independent sources of random variability, Dzhafarov propo
sed a single-variate RT decomposition model (SVRT) according to which
the two components are increasing functions of a single common source
of random variability. The two models predict distinctly different pat
terns of the asymptotic RT behavior on a population level. Our compute
r simulations show, however, that if Dzhafarov's test based on this di
fference is applied to RT samples generated according to the stochasti
c independence model, the results can sometimes mimic the asymptotic p
redictions of the SVRT model. This happens because of the uncertainty
in determining the range of signals that are ''sufficiently large'' to
warrant asymptotic approximations, This difficulty can be overcome if
instead of choosing a fixed range of large signals one repeatedly app
lies the test to a sequence of nested regions of large signals. Our co
mputer simulations show that with this approach the two models can be
reliably discriminated on realistically sized RT samples. (C) 1996 Aca
demic Press, Inc.