Sidak-type tests for the two-sample problem based on precedence and exceedance statistics
Statistics Theory
2016-11-01 v1 Statistics Theory
Abstract
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 \v{S}id\'ak'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.
Keywords
Cite
@article{arxiv.1610.09502,
title = {Sidak-type tests for the two-sample problem based on precedence and exceedance statistics},
author = {Eugenia Stoimenova and N. Balakrishnan},
journal= {arXiv preprint arXiv:1610.09502},
year = {2016}
}
Comments
To appear in Statistics: A Journal of Theoretical and Applied Statistics