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

页码：247 / 264

页数：18

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