Sidak-type tests for the two-sample problem based on precedence and exceedance statistics
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 Šidák'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.