期刊
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷 46, 期 24, 页码 12345-12355出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2017.1295158
关键词
Power divergence; power; distribution free test; Wilcoxon's test; 62G10
We propose a new test for testing the equality of location parameter of two populations based on empirical distribution function (ECDF). The test statistics is obtained as a power divergence between two ECDFs. The test is shown to be distribution free, and its null distribution is obtained. We conducted empirical power comparison of the proposed test with several other available tests in the literature. We found that the proposed test performs better than its competitors considered here under several population structures. We also used two real datasets to illustrate the procedure.
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