A new test for two-sample location problem based on empirical distribution function

Sunil Mathur, D. M. Sakate

Research output: Contribution to journalArticle

1 Scopus citations

Abstract

We propose a new test for testing the equality of location parameter of two populations based on empirical distribution function (ECDF). The test statistics is obtained as a power divergence between two ECDFs. The test is shown to be distribution free, and its null distribution is obtained. We conducted empirical power comparison of the proposed test with several other available tests in the literature. We found that the proposed test performs better than its competitors considered here under several population structures. We also used two real datasets to illustrate the procedure.

Original languageEnglish (US)
Pages (from-to)12345-12355
Number of pages11
JournalCommunications in Statistics - Theory and Methods
Volume46
Issue number24
DOIs
StatePublished - Dec 17 2017

Keywords

  • Power divergence
  • Wilcoxon's test
  • distribution free test
  • power

ASJC Scopus subject areas

  • Statistics and Probability

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