Assessing a hypothesis test for the difference between two quantiles from independent populations. Issue 5 (28th May 2017)

• Record Type: Journal Article
• Authors: Heinzl, Harald; Mittlboeck, Martina
• Is Part Of: Communications in statistics. Volume 46:Issue 5(2017)
• Page Start: 3540
• Page End: 3552
• Publication Date: 2017-05-28
• Subjects: Order statistics -- Simulation study -- One-sided hypothesis -- Exact bootstrap distribution; Primary 62 -- Secondary 62G10 -- 62G30; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2015.1096379
• Languages: English
• ISSNs: 0361-0918

Abstract

ABSTRACT: An empirical distribution function estimator for the difference of order statistics from two independent populations can be used for inference between quantiles from these populations. The inferential properties of the approach are evaluated in a simulation study where different sample sizes, theoretical distributions, and quantiles are studied. Small to moderate sample sizes, tail quantiles, and quantiles which do not coincide with the expectation of an order statistic are identified as problematic for appropriate Type I error control.