A nonparametric test for a two-sample scale problem based on subsample medians

作者：Mahajan Kalpana K^*; Gaur Anil; Arora Sangeeta

来源：Statistics & Probability Letters, 2011, 81(8): 983-988.

DOI：10.1016/j.spl.2011.01.018

• Asymptotic relative efficiency
• Test for scale
• Heavy tailed distributions

A nonparametric test for the two-sample scale problem is proposed by considering the subsample medians of three observations. The proposed statistic has the advantage of not requiring the two distribution functions to have a common median, but rather requiring them to have any common quantile of order alpha, 0 <= alpha <= 1 (not necessarily 1/2), which is assumed to be known. Pitman efficiency considerations indicate that the proposed test performs well relative to tests already existing in the literature for heavy tailed distributions.

• 出版日期2011-8