Assessing a hypothesis test for the difference between two quantiles from independent populations

被引：3
|
作者：
Heinzl, Harald [1 ]
Mittlboeck, Martina [1 ]
机构：
[1] Med Univ Vienna, Ctr Med Stat Informat & Intelligent Syst, Spitalgasse 23, A-1090 Vienna, Austria
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2017年 / 46卷 / 05期
关键词：
Order statistics; Simulation study; One-sided hypothesis; Exact bootstrap distribution; Primary; 62; Secondary; 62G10; 62G30; ORDER-STATISTICS; ESTIMATOR;
D O I：
10.1080/03610918.2015.1096379
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：
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.
引用
收藏
页码：3540 / 3552
页数：13
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