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

DOI10.1080/02331888.2016.1258071zbMATH Open1369.62097arXiv1610.09502OpenAlexW2540902512MaRDI QIDQ5280360FDOQ5280360

Authors: Eugenia Stoimenova, Narayanaswamy Balakrishnan 

Publication date: 20 July 2017

Published in: Statistics (Search for Journal in Brave)

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 v{S}id'ak'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.

Full work available at URL: https://arxiv.org/abs/1610.09502

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zbMATH Keywords

stochastic orderingtwo-sample problemLehmann alternativeexceedance statisticsprecedence statistics

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30) Testing in survival analysis and censored data (62N03)

Cites Work

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Cited In (7)

• Two-sample rank tests based on exceeding observations.
• Optimal precedence tests under single and double-sampling framework
• A consistent statistical test based on bivariate random samples
• A class of exceedance-type statistics for the two-sample problem
• Power of exceedance-type tests against location shift alternative
• On precedence tests with double sampling
• Bivariate two sample test based on exceedance statistics

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