A randomized Baumgartner statistic for multivariate two-sample testing hypothesis |
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| Authors: | Hidetoshi Murakami |
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| Institution: | 1. Department of Mathematics, National Defense Academy, 1-10-20 Hashirimizu, Yokosuka, Kanagawa 239-8686, Japanmurakami@gug.math.chuo-u.ac.jp |
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| Abstract: | In this paper, multivariate two-sample testing problems were examined based on the Jure?ková–Kalina's ranks of distances. The multivariate two-sample rank test based on the modified Baumgartner statistic for the two-sided alternative was proposed. The proposed statistic was a randomized statistic. Simulations were used to investigate the power of the suggested statistic for various population distributions. |
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| Keywords: | Baumgartner statistic multivariate two-sample rank test Jure?ková–Kalina's ranks power comparison |
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