 The multi-aspect tests in the presence of tiesHikaru Yamaguchi and Hidetoshi Murakami Computational Statistics & Data Analysis, 2023, vol. 180, issue C Abstract: The two-sample problem is one of the most important topics in various fields, such as biomedical experiments and product quality maintenance. The Lepage-type test, which is the sum of squares of standardized linear rank statistics, has often been used in the location-scale shift model. Recently, the Lepage-type test has been applied to the joint location-scale and joint location-scale-shape problems. In this study, the test statistics based on the Euclidean distance and Mahalanobis distance of standardized linear rank statistics are considered in the presence of ties. The moments of these test statistics are calculated by deriving the moment-generating function of the vector of linear rank statistics. Moreover, the gamma approximation based on these moments is compared with the chi-square approximation based on the limiting null distribution. Simulation studies and data examples demonstrate the usefulness of gamma approximation in the case of small sample sizes. Keywords: Euclidian distance; Gamma approximation; Mahalanobis distance; Moment-generating function; Ties (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:180:y:2023:i:c:s0167947322002602 DOI: 10.1016/j.csda.2022.107680 Access Statistics for this article Computational Statistics & Data Analysis is currently edited by S.P. Azen More articles in Computational Statistics & Data Analysis from Elsevier |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.