首页 | 本学科首页   官方微博 | 高级检索  
     检索      


A bivariate signed rank test for two sample location problem
Authors:Kanwar Sen  Sunil Kumar Mathur
Institution:Department of Statistics , University of Delhi , 110007, INDIA
Abstract:An affine-invariant signed rank test for the difference in location between two symmetric populations is proposed. The proposed test statistic is compared with Hotelling's T2 test statistic, Mardia's(1967)test statistic, Peters-Randles(1991) test statistic and Wilcoxon's rank sum test statistic using a Monte Carlo Study. It performs better than Mardia's test statistic under almost all populations considered. Under the bivariate normal distribution, it performs better than other test statistics compared for small differences in location between two populations except Hotelling's T2. It performs better than all statistics, including Hotelling's T , for sample size 15 when samples are drawn from Pearson type.
Keywords:Affine-invariant  symmetric population  robust  power
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号