Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem
Some adaptive test procedures are developed for the generalized Behrens-Fisher problem. The one having a deterministic approach is based on calculating a measure of symmetry from each sample and using them as a basis for choosing between the modifiedWilcoxon-Mann-Whitney test (Fligner and Policello,...
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| Format: | Article |
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Austrian Statistical Society
2016-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/252 |
| _version_ | 1818339242430955520 |
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| author | Uttam Bandyopadhyay Atanu Biswas Dhiman Dutta |
| author_facet | Uttam Bandyopadhyay Atanu Biswas Dhiman Dutta |
| author_sort | Uttam Bandyopadhyay |
| collection | DOAJ |
| description | Some adaptive test procedures are developed for the generalized Behrens-Fisher problem. The one having a deterministic approach is based on calculating a measure of symmetry from each sample and using them as a basis for choosing between the modifiedWilcoxon-Mann-Whitney test (Fligner and Policello, 1981) and the modified Mood’s median test (Fligner and Rust, 1982). The other one is a probabilistic approach which also uses a combination of the modified Wilcoxon-Mann-Whitney test and the modified Mood’s
median test according to an evidence of asymmetry provided by the p-value from the triples test for symmetry given in Randles, Fligner, Policello, and Wolfe (1980). This probabilistic approach is further modified by using a suitable function of the p-value from the triples test. A simulation study reveals that the modified procedure performs reasonably well in terms of power and attainment of the nominal size. |
| first_indexed | 2024-12-13T15:23:54Z |
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| id | doaj.art-f15526a31be04833a543ea03f27c0ee9 |
| institution | Directory Open Access Journal |
| issn | 1026-597X |
| language | English |
| last_indexed | 2024-12-13T15:23:54Z |
| publishDate | 2016-02-01 |
| publisher | Austrian Statistical Society |
| record_format | Article |
| series | Austrian Journal of Statistics |
| spelling | doaj.art-f15526a31be04833a543ea03f27c0ee92022-12-21T23:40:27ZengAustrian Statistical SocietyAustrian Journal of Statistics1026-597X2016-02-0139410.17713/ajs.v39i4.252Adaptive Nonparametric Tests for the Generalized Behrens-Fisher ProblemUttam Bandyopadhyay0Atanu Biswas1Dhiman Dutta2Department of Statistics, University of Calcutta, IndiaApplied Statistics Unit, Indian Statistical Institute, Kolkata, IndiaDepartment of Statistics, University of Calcutta, IndiaSome adaptive test procedures are developed for the generalized Behrens-Fisher problem. The one having a deterministic approach is based on calculating a measure of symmetry from each sample and using them as a basis for choosing between the modifiedWilcoxon-Mann-Whitney test (Fligner and Policello, 1981) and the modified Mood’s median test (Fligner and Rust, 1982). The other one is a probabilistic approach which also uses a combination of the modified Wilcoxon-Mann-Whitney test and the modified Mood’s median test according to an evidence of asymmetry provided by the p-value from the triples test for symmetry given in Randles, Fligner, Policello, and Wolfe (1980). This probabilistic approach is further modified by using a suitable function of the p-value from the triples test. A simulation study reveals that the modified procedure performs reasonably well in terms of power and attainment of the nominal size.http://www.ajs.or.at/index.php/ajs/article/view/252 |
| spellingShingle | Uttam Bandyopadhyay Atanu Biswas Dhiman Dutta Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem Austrian Journal of Statistics |
| title | Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem |
| title_full | Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem |
| title_fullStr | Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem |
| title_full_unstemmed | Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem |
| title_short | Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem |
| title_sort | adaptive nonparametric tests for the generalized behrens fisher problem |
| url | http://www.ajs.or.at/index.php/ajs/article/view/252 |
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