A two-sample distribution-free scale test of the smirnov type |
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Authors: | Sister Adele Marie Rothan Rudy A Gideon |
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Institution: | 1. Department of Mathematical Sciences , College of St. Catherine , St. Paul, 55105, Minnesota;2. Mathematical Sciences , University of Montana , Missoula, 59812, Montana |
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Abstract: | The two-sample, distribution-free statistics of Smirnov (1939) are used to define a new statistic. While the Smirnov statistics are used as a general goodness-of-fit test, a distribution-free scale test based on this new statistic is developed. It is shown that this new test has higher power than the two-sided Smirnov statistic in detecting differences in scale for some symmetric distributions with equal means/medians. The critical values of the proposed test statistic and its limiting distribution are given |
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Keywords: | Smirnov two-sample statistics scale test |
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