Abstract
We study a nonparametric test procedure based on order statistics for testing the null hypothesis of equality of two continuous distributions. The exact null distribution of the proposed test statistic is obtained using an enumeration method and a novel combinatorial argument. A recurrence relation for the probability generating function and a sequential approach for computing the mean and variance of the distribution are given. Critical values and characteristics of the distribution for selected small sample sizes are presented. For the Lehmann alternative family, the exact power function of the new test is derived, and its power performance is examined. We also study the power performance of the proposed test under the location-shift and scale-shift alternatives using Monte Carlo simulations and observe its superior performance when compared to commonly used nonparametric tests under various scenarios. A generalization of the proposed procedure for unequal sample sizes is discussed. An illustrative example and some concluding remarks are provided.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
