A Study on the Nonparametric Simultaneous Tests for the Location and Scale Parameters

• 발행기관: 한국자료분석학회
• 저자명: Hyo-Il Park
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.15 No.5, 2333~2341쪽, 전체 9쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2013.10.30

영문 초록

In this research, we consider a nonparametric simultaneous test procedure for the location and scale parameters. For this, first of all, we formulate the null hypothesis and its alternative under the location-scale model. Then we propose three types of nonparametric tests with the three different combining functions to combine the results of the individual tests based on the well-known nonparametric tests for each parameter. We use the p-values for the results of the individual tests. Then we compare two procedures for the efficiency by obtaining the empirical powers for the five different underlying distributions through a simulation study. One procedure uses the Mood test and the other is the Ansari-Bradley one for the scale parameter. Then we discuss some interesting aspects related to the simultaneous tests with the types of alternatives which can be adopted to our procedure and obtaining the p-values for each individual test. Finally we comment briefly the use of bootstrap method in our procedure.

목차

1. Introduction

2. Nonparametric tests

3. Simulation results and concluding remark

4. Conclusion

References

키워드

Combining function Location parameter Permutation principle Scale parameter