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A nonparametric test for a two-sample scale problem based on subsample medians

Kalpana K. Mahajan, Anil Gaur and Sangeeta Arora

Statistics & Probability Letters, 2011, vol. 81, issue 8, 983-988

Abstract: A nonparametric test for the two-sample scale problem is proposed by considering the subsample medians of three observations. The proposed statistic has the advantage of not requiring the two distribution functions to have a common median, but rather requiring them to have any common quantile of order [alpha],0

Keywords: Asymptotic; relative; efficiency; Test; for; scale; Heavy; tailed; distributions (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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