Šidák-type tests for the two-sample problem based on precedence and exceedance statistics. Issue 2 (4th March 2017)

• Record Type: Journal Article
• Authors: Stoimenova, Eugenia; Balakrishnan, N.
• Is Part Of: Statistics. Volume 51:Issue 2(2017)
• Page Start: 247
• Page End: 264
• Publication Date: 2017-03-04
• Subjects: Two-sample problem -- exceedance statistics -- precedence statistics -- Lehmann alternative -- stochastic ordering; 62G10 -- 62E15; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2016.1258071
• Languages: English
• ISSNs: 0233-1888

Abstract

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.