Distribution-free test for homogeneity against ordered alternatives. (English) Zbl 0825.62131
Summary: A new test based on linear combinations of U-statistics for testing homogeneity of location parameters against ordered alternatives is proposed. Asymptotic distribution of the test statistic is obtained under the null hypothesis as well as under the sequence of local alternatives. Asymptotic relative efficiencies of this test relative to the existing tests are obtained and it is seen that the proposed test performs better for heavy-tailed distributions.
MSC:
| 62-XX | Statistics |
References:
| [1] | Amita, Jour, of Indian Statist. Assoc 27 pp 1– (1989) |
| [2] | Govindarajulu, Z. and Haller, J.S. c-sample tests of homogeneity against ordered alternatives. Proc. Symp, to honour Jerry Neyman. pp.91–102. Warszawa: Polish Sceintific publishers. · Zbl 0364.62042 |
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| [4] | DOI: 10.1214/aoms/1177704018 · Zbl 0203.21106 · doi:10.1214/aoms/1177704018 |
| [5] | DOI: 10.1002/9780470316436 · Zbl 0256.62002 · doi:10.1002/9780470316436 |
| [6] | DOI: 10.1007/BF02481031 · Zbl 0491.62039 · doi:10.1007/BF02481031 |
| [7] | DOI: 10.1002/9780470316481 · Zbl 0538.62002 · doi:10.1002/9780470316481 |
| [8] | DOI: 10.1080/03610928808829752 · Zbl 0642.62030 · doi:10.1080/03610928808829752 |
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