ON PERMUTATION LOCATION–SCALE TESTS

Polko-Zając Dominika ()
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Polko-Zając Dominika: Department of Statistics, Econometrics and Mathematics, University of Economics in Katowice, Katowice, Poland .

Statistics in Transition New Series, 2019, vol. 20, issue 4, 153-166

Abstract: Statisticians are constantly looking for methods of statistical inference that would be both effective and would require meeting as few assumptions as possible. Permutation tests seem to fit here, as using them makes it possible to perform statistical inference in situations where classical parametric tests do not work. Permutation tests appear to be comparably powerful to parametric tests, but require meeting fewer assumptions, e.g. regarding the size of the sample or the from of distribution of the tested variable in a population. The presented tests make it possible to verify the overall hypothesis about the identity of both location and scale parameters in the studied populations. In literature, the Lepage test and the Cucconi test are most often referred to in this context. The paper considers various forms of test statistics, and presents a simulation study carried out to determine the size and power of the tests under normality. As the study demonstrated, the advantage of the proposed method is that it can be applied to small-size samples. A nonparametric, complex procedure was used to assess the overall ASL (achieved significance level) value by applying the permutation principle. For comparative purposes, the results for the permutation Lepage test and the permutation Cucconi test are also presented.

Keywords: permutation tests; comparing populations; test power; the Lepage test; the Cucconi test. (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:stintr:v:20:y:2019:i:4:p:153-166:n:2

DOI: 10.21307/stattrans-2019-039

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