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A nonparametric test for the two-sample problem based on order statistics

Author

Listed:
  • Fazil Aliev
  • Levent Özbek
  • Mehmet Fedai Kaya
  • Coşkun Kuş
  • Hon Keung Tony Ng
  • Haikady N. Nagaraja

Abstract

We study a nonparametric test procedure based on order statistics for testing the null hypothesis of equality of two continuous distributions. The exact null distribution of the proposed test statistic is obtained using an enumeration method and a novel combinatorial argument. A recurrence relation for the probability generating function and a sequential approach for computing the mean and variance of the distribution are given. Critical values and characteristics of the distribution for selected small sample sizes are presented. For the Lehmann alternative family, the exact power function of the new test is derived, and its power performance is examined. We also study the power performance of the proposed test under the location-shift and scale-shift alternatives using Monte Carlo simulations and observe its superior performance when compared to commonly used nonparametric tests under various scenarios. A generalization of the proposed procedure for unequal sample sizes is discussed. An illustrative example and some concluding remarks are provided.

Suggested Citation

  • Fazil Aliev & Levent Özbek & Mehmet Fedai Kaya & Coşkun Kuş & Hon Keung Tony Ng & Haikady N. Nagaraja, 2024. "A nonparametric test for the two-sample problem based on order statistics," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 53(10), pages 3688-3712, May.
    • Handle: RePEc:taf:lstaxx:v:53:y:2024:i:10:p:3688-3712
    DOI: 10.1080/03610926.2022.2161310
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