Sample size determination of a nonparametric test based on weighted L2-Wasserstein distance

Jim X. Xiang

Statistics & Probability Letters, 2017, vol. 123, issue C, 160-164

Abstract: In this paper we derive a formula for the sample size of a nonparametric test based on weighted L2-Wasserstein distance with a known alternative. As an example we apply the formula to determine the sample size for a hypothesis testing from the Tukey’s contaminated distribution model. The reliability of the sample size formula is evaluated in terms of type I errors and the powers of the test. The Monte Carlo simulation results show that the test based on the weighted L2-Wasserstein distance performs equally well as the Anderson–Darling test and is superior to the Kolmogorov–Smirnov and the Cramer–von Mises tests.

Keywords: Sample size; Wasserstein distance; Brownian bridge; L-statistics; Type I and type II errors (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1016/j.spl.2016.11.023

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