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

S. K. Mathur, D. M. Sakate

    Research output: Contribution to journalArticlepeer-review

    3 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

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

    ASJC Scopus subject areas

    • Statistics and Probability

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