Sidak-type tests for the two-sample problem based on precedence and exceedance statistics

被引：6
|
作者：
Stoimenova, Eugenia [1 ,2 ]
Balakrishnan, N. [3 ]
机构：
[1] Bulgarian Acad Sci, Inst Informat & Commun Technol, Acad G Bontchev Str,Block 25A, BU-1113 Sofia, Bulgaria
[2] Bulgarian Acad Sci, Inst Math & Informat, Acad G Bontchev Str,Block 25A, BU-1113 Sofia, Bulgaria
[3] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada
来源：
STATISTICS | 2017年 / 51卷 / 02期
基金：
加拿大自然科学与工程研究理事会;
关键词：
Two-sample problem; exceedance statistics; precedence statistics; Lehmann alternative; stochastic ordering; TABLES; POWER;
D O I：
10.1080/02331888.2016.1258071
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
This paper deals with a class of nonparametric two-sample tests for ordered alternatives. The test statistics proposed are based on the number of observations from one sample that precede or exceed a threshold specified by the other sample, and they are extensions of Sidak's test. We derive their exact null distributions and also discuss a large-sample approximation. We then study their power properties exactly against the Lehmann alternative and make some comparative comments. Finally, we present an example to illustrate the proposed tests.
引用
收藏
页码：247 / 264
页数：18
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