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A new test for two-sample location problem based on empirical distribution function

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  • S. K. Mathur
  • D. M. Sakate

Abstract

We propose a new test for testing the equality of location parameter of two populations based on empirical distribution function (ECDF). The test statistics is obtained as a power divergence between two ECDFs. The test is shown to be distribution free, and its null distribution is obtained. We conducted empirical power comparison of the proposed test with several other available tests in the literature. We found that the proposed test performs better than its competitors considered here under several population structures. We also used two real datasets to illustrate the procedure.

Suggested Citation

  • S. K. Mathur & D. M. Sakate, 2017. "A new test for two-sample location problem based on empirical distribution function," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(24), pages 12345-12355, December.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:24:p:12345-12355
    DOI: 10.1080/03610926.2017.1295158
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