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Test de hipótesis para contrastar la igualdad entre k-poblaciones

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Author Info
Pablo Martinez-Camblor ()
Abstract

Este trabajo estudia las ventajas y limitaciones de un test para contrastar la igualdad de las distribuciones de origen de k-muestras independientes. El estadístico propuesto, denominado LGk, está basado en una medida que generaliza la norma L1 entre funciones de densidad y que permite comparar simultáneamente k densidades. Desde esta medida y a partir de la estimación kernel, se desarrolla un test para contrastes de igualdad entre k poblaciones independientes (LGk). A partir de un “amplio” estudio de simulación, se estudia la potencia del test propuesto y se compara con algunos de los test no paramétricos ya existentes, considerando ocho estadísticos diferentes. También se analiza el tema de la elección del tamaño del parámetro ventana y se realizan algunas propuestas relativas a este problema.

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File URL: http://www.ciencias.unal.edu.co/publicaciones/estadistica/rce/body/v31n1a01Martinez-Camblor.pdf
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Publisher Info
Article provided by REVISTA COLOMBIANA DE ESTADISTICA in its journal Revista Colombiana de Estadística.

Volume (Year): (2008)
Issue (Month): ()
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Handle: RePEc:col:000163:005030

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  1. Zhang, Jin & Wu, Yuehua, 2007. "k-Sample tests based on the likelihood ratio," Computational Statistics & Data Analysis, Elsevier, vol. 51(9), pages 4682-4691, May. [Downloadable!] (restricted)
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This page was last updated on 2009-11-27.


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