English

Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data

Methodology 2025-10-21 v3

Abstract

Detecting simultaneous shifts in location and scale between two populations is a common challenge in statistical inference, particularly in fields like biomedicine where right-skewed data distributions are prevalent. The classical Lepage test, which combines the Wilcoxon-Mann-Whitney and Ansari-Bradley tests, can be suboptimal under these conditions due to its restrictive assumptions of equal variances and medians. This study systematically evaluates enhanced Lepage-type test statistics that incorporate modern robust components for improved performance with right-skewed data. We combine the Fligner-Policello test and Fong-Huang variance estimator for the location component with a novel empirical variance estimator for the Ansari-Bradley scale component, relaxing assumptions of equal variances and medians. Extensive Monte Carlo simulations across exponential, gamma, chi-square, lognormal, and Weibull distributions demonstrate that tests incorporating both robust components achieve power improvements of 10-25\% over the classical Lepage test while maintaining reasonable Type I error control. The practical utility is demonstrated through analyses of four real-world biomedical datasets, where the tests successfully detect significant location-scale shifts. We provide practical guidance for test selection and discuss implementation considerations, making these methods accessible for practitioners in biomedical research and other disciplines where right-skewed data are common.

Keywords

Cite

@article{arxiv.2509.19126,
  title  = {Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data},
  author = {Abid Hussain and Michail Tsagris},
  journal= {arXiv preprint arXiv:2509.19126},
  year   = {2025}
}