Wilcoxon‐type rank‐sum statistics for selecting the best population: Some advances

Markos V. Koutras and Ioannis S. Triantafyllou

Applied Stochastic Models in Business and Industry, 2020, vol. 36, issue 4, 696-715

Abstract: In this article, we introduce three new nonparametric procedures for testing the equality of two lifetime distributions. The proposed testing processes are based on appropriately modified Wilcoxon‐type rank‐sum statistics. The exact null distribution of these statistics is studied and closed formulae for the corresponding exact probability of correct selection of the best population are derived for the class of Lehmann alternatives. A detailed numerical study is carried out to elucidate the performance of the proposed testing schemes. For illustration purposes, a real data application is presented in some detail.

Date: 2020
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https://doi.org/10.1002/asmb.2526

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:36:y:2020:i:4:p:696-715

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