A nonparametric test for detecting changes in location |
| |
| Authors: | Edna Schechtman |
| |
| Institution: | The Hebrew University of Jerusalem , Rehovot, Israel |
| |
| Abstract: | Procedure for the changepoint problem based on Mann-Whitney-Wilcoxon statistics is studied in Schechtman and Wolfe (1981). In this paper we give tables for the null distributions of the statistics for the one-sided and two-sided alternatives. We also report on some Monte Carlo power comparisons involving another nonparametric competitor, proposed by Pettitt (1979). |
| |
| Keywords: | distribution-free test change-point problem Monte Carlo power study |
|
|
