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A class of exceedance-type statistics for the...
Journal article

A class of exceedance-type statistics for the two-sample problem

Abstract

We consider here a class of test statistics based on exceeding observations and develop exceedance-type tests for the two-sample hypothesis testing problem. The exact distribution of the statistics are derived under the null hypothesis as well as under the Lehmann alternative, and then a comparative power study is carried out.

Authors

Stoimenova E; Balakrishnan N

Journal

Journal of Statistical Planning and Inference, Vol. 141, No. 9, pp. 3244–3255

Publisher

Elsevier

Publication Date

September 1, 2011

DOI

10.1016/j.jspi.2011.04.010

ISSN

0378-3758

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