On a further generalization of the savage test |
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| Authors: | A K Ehsanes Saleh Md J-P Dionne |
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| Institution: | 1. Carleton University , Ottawa, Canada;2. University of Ottawa , Ottawa, Canada |
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| Abstract: | A statistic based on the frequencies within the k+1 intervals specified by k arbitrary quantiles is proposed for a LMP test against Lehmann alternatives generalizing the Savage test for the two-sample problem. The maximum efficiency relative to the Savage test for optimally chosen k quantiles is also provided for k=l(2)l5. The asymptotic normality of the statistic follows from the asymptotic multinomial distribution of the frequencies in the classes determined by the k quantiles. |
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| Keywords: | asymptotic normality Lehmann’s alternatives optimum quantiles Pitman efficiency two-sample problem |
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