The two-sample, distribution-free statistics of Smimov (1939) are used to define a new statistic. While the Smimov statistics are used as a general goodness-of-fit test, a distribution-free scale test based on this new statistic is developed. It is shown that this new test has higher power than the two-sided Smimov statistic in detecting differences in scale for some symmetric distributions with equal means/medians. The critical values of the proposed test statistic and its limiting distribution are given.
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CITMAga,SiDOR Research Group, Department of Statistics and Operations ResearchCITMAga,SiDOR Research Group, Department of Statistics and Operations Research
Adrián Lago
Jacobo de Uña-Álvarez
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CITMAga,SiDOR Research Group, Department of Statistics and Operations ResearchCITMAga,SiDOR Research Group, Department of Statistics and Operations Research
Jacobo de Uña-Álvarez
Juan Carlos Pardo-Fernández
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CITMAga,SiDOR Research Group, Department of Statistics and Operations ResearchCITMAga,SiDOR Research Group, Department of Statistics and Operations Research