Testing for equality between two transformations of random variables
Methodology
2011-11-01 v1
Abstract
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions. Second, they are unknown but observed before contaminations. We propose a nonparametric test statistic based on empirical cumulative distribution functions. Monte Carlo studies are performed to analyze the level and the power of the test. An illustration is presented through a real data set.
Cite
@article{arxiv.1110.6896,
title = {Testing for equality between two transformations of random variables},
author = {Mohamed Boutahar and Denys Pommeret},
journal= {arXiv preprint arXiv:1110.6896},
year = {2011}
}
Comments
15 pages