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A class of exceedance-type statistics for the two-sample problem |
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| Authors: | Eugenia Stoimenova N. Balakrishnan |
| Affiliation: | a Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. G.Bontchev str., block 8, 1113 Sofia, Bulgaria b Department of Mathematics and Statistics, McMaster University, Hamilton, ON, Canada L8S 4K1 |
| Abstract: | We consider here a class of test statistics based on exceeding observations and develop exceedance-type tests for the two-sample hypothesis testing problem. The exact distribution of the statistics are derived under the null hypothesis as well as under the Lehmann alternative, and then a comparative power study is carried out. |
| Keywords: | Rank tests Two-sample problem Lehmann alternative Exceedance statistics |
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