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A two sample ordered alternative test for means and variances
Authors:Max Halperin  KK Gordon Lan
Institution:1. George Washington University , Bethesda , MD , 20814;2. National Heart Lung and Blood Institute , Bethesda , MD , 20892
Abstract:A two sample test of likelihood ratio type is proposed, assuming normal distribution theory, for testing the hypothesis that two samples come from identical normal populations versus the alternative that the populations are normal but vary in mean value and variance with one population having a smaller mean and smaller variance than the other. The small sample and large sample distribution of the proposed statistic are derived assuming normality. Some computations are presented which show the speed of convergence of small sample critical values to their asymptotic counterparts. Comparisons of local power of the proposed test are made with several potential competing tests. Asymptotics for the test statistic are derived when underlying distributions are not necessarily normal.
Keywords:likelihood ratio test  ordered alternatives  two sample tests
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