Journal
STATISTICAL METHODS AND APPLICATIONS
Volume 19, Issue 2, Pages 153-170Publisher
SPRINGER HEIDELBERG
DOI: 10.1007/s10260-009-0121-4
Keywords
Adaptive test procedures; Aligned rank statistic; Deterministic approach; Probabilistic approach; p-value; Two-sample scale problem under symmetry
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Funding
- Council of Scientific and Industrial Research, India [09/028(0694)/2007-EMR-I]
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The present paper considers two-sample tests for scale problem under symmetry without any assumption regarding the equality of medians. Two adaptive procedures are proposed-one is probabilistic while the other is deterministic. The proposed probabilistic approach is shown, by simulation studies, to maintain its significance level for various symmetric distributions and is found to be superior to the other existing competitors in terms of both robustness of size and power. Both the adaptive procedures are illustrated by using a real data. Some relevant asymptotic properties are also discussed.
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