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New nonparametric tests for testing homogeneity of scale parameters against umbrella alternative

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  • Gaur, Anil
  • Mahajan, Kalpana K.
  • Arora, Sangeeta
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    Abstract

    Three nonparametric tests for several sample scale problem against umbrella alternative, when the peak of the umbrella is known, are proposed. The proposed statistics have the advantage of not requiring the several distribution functions to have a common median, but rather any common quantile of order α,0≤α≤1, (not necessarily 1/2) which is assumed to be known. The proposed tests are compared with each other in the Pitman asymptotic relative efficiency sense for different distributions.

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    File URL: http://www.sciencedirect.com/science/article/pii/S0167715212001848
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    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 9 ()
    Pages: 1681-1689

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:9:p:1681-1689

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    Related research

    Keywords: Umbrella ordering; U-statistic; Test for scale; Asymptotic relative efficiency;

    References

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    1. Singh, Parminder & Liu, Wei, 2006. "A test against an umbrella ordered alternative," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1957-1964, December.
    2. Mahajan, Kalpana K. & Gaur, Anil & Arora, Sangeeta, 2011. "A nonparametric test for a two-sample scale problem based on subsample medians," Statistics & Probability Letters, Elsevier, vol. 81(8), pages 983-988, August.
    3. A. Shanubhogue, 1988. "Distrubition-free test for homogeneity against stochastic ordering," Metrika, Springer, vol. 35(1), pages 109-119, December.
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