Tests for specific nonparametric relations between two distribution functions with applications
Deshpande Jv,
Isha Dewan,
Lam Kf and
Naik‐Nimbalkar Uv
Applied Stochastic Models in Business and Industry, 2019, vol. 35, issue 2, 247-259
Abstract:
Let (X,Y) be a random vector and let G and H be the marginal distributions of X and Y, respectively. In this paper, we propose two tests, one of Kolmogorov‐Smirnov type and the other of Wilcoxon type, for the null hypothesis Ψ(G) = H against the alternative Ψ(G)
Date: 2019
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
https://doi.org/10.1002/asmb.2375
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmbi:v:35:y:2019:i:2:p:247-259
Access Statistics for this article
More articles in Applied Stochastic Models in Business and Industry from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().