A nonparametric test for the two-sample problem based on order statistics

Aliev F., ÖZBEK L., Kaya M. F., Kus C., Ng H. K. T., Nagaraja H. N.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, cilt.53, sa.10, ss.3688-3712, 2024 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 53 Sayı: 10
  • Basım Tarihi: 2024
  • Doi Numarası: 10.1080/03610926.2022.2161310
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.3688-3712
  • Ankara Üniversitesi Adresli: Evet

Özet

We study a nonparametric test procedure based on order statistics for testing the null hypothesis of equality of two continuous distributions. The exact null distribution of the proposed test statistic is obtained using an enumeration method and a novel combinatorial argument. A recurrence relation for the probability generating function and a sequential approach for computing the mean and variance of the distribution are given. Critical values and characteristics of the distribution for selected small sample sizes are presented. For the Lehmann alternative family, the exact power function of the new test is derived, and its power performance is examined. We also study the power performance of the proposed test under the location-shift and scale-shift alternatives using Monte Carlo simulations and observe its superior performance when compared to commonly used nonparametric tests under various scenarios. A generalization of the proposed procedure for unequal sample sizes is discussed. An illustrative example and some concluding remarks are provided.