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Sidak-type tests for the two-sample problem based...
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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.

Authors

Stoimenova E; Balakrishnan N

Publication date

October 29, 2016

DOI

10.48550/arxiv.1610.09502

Preprint server

arXiv

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