On a further generalization of the savage test |
| |
Authors: | A. K. Ehsanes Saleh Md. J.-P. Dionne |
| |
Affiliation: | 1. Carleton University , Ottawa, Canada;2. University of Ottawa , Ottawa, Canada |
| |
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. |
| |
Keywords: | asymptotic normality Lehmann’s alternatives optimum quantiles Pitman efficiency two-sample problem |
|