Rank tests in the two-sample scale problem with unequal and unknown locations

被引：9
|
作者：
Kössler, W [1 ]
机构：
[1] Humboldt Univ, Inst Informat, D-10099 Berlin, Germany
来源：
STATISTICAL PAPERS | 1999年 / 40卷 / 01期
关键词：
Moses test; Savage test; Wilcoxon test; sample variance; range; asymptotic relative efficiency; asymptotic power function;
D O I：
10.1007/BF02927108
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The two-sample scale problem is studied in the case of unequal and unknown location parameters. The method proposed is based on the idea of Moses (1963) and it is distribution-free. The two samples are separated into random subgroups of the same size k. It is proposed to choose k = 4 and to apply the Wilcoxon test or the Savage test to the ranges or sample variances of the subgroups. The asymptotic power functions of the tests are compared. For small and moderate sample sizes simulations are carried out. Relations to some other procedures, especially to the method of Compagnone and Denker (1996) are briefly discussed.
引用
收藏
页码：13 / 35
页数：23
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