A modified Mack-Wolfe test for the umbrella alternative problem. (English) Zbl 1349.62153
Summary: The Mack-Wolfe test is the most frequently used non parametric procedure for the umbrella alternative problem. In this paper, modifications of the Mack-Wolfe test are proposed for both known peak and unknown peak umbrellas. The exact mean and variance of the proposed tests in the null hypothesis are also derived. We compare these tests with some of the existing tests in terms of the type I error rate and power. In addition, a real data example is presented.
References:
| [1] | DOI: 10.1002/bimj.4710390409 · Zbl 0927.62025 · doi:10.1002/bimj.4710390409 |
| [2] | DOI: 10.1002/bimj.4710330305 · Zbl 0738.62020 · doi:10.1002/bimj.4710330305 |
| [3] | DOI: 10.1002/bimj.4710320109 · Zbl 0692.62042 · doi:10.1002/bimj.4710320109 |
| [4] | Hettmansperger T.P., J. Am. Stat. Assoc. 82 (397) pp 292– (1987) |
| [5] | DOI: 10.1080/01621459.1981.10477625 · doi:10.1080/01621459.1981.10477625 |
| [6] | DOI: 10.1214/aoms/1177730491 · Zbl 0041.26103 · doi:10.1214/aoms/1177730491 |
| [7] | Milen B.A., J. Stat. Res. 39 (1) pp 1– (2005) |
| [8] | DOI: 10.1002/(SICI)1521-4036(199812)40:8<899::AID-BIMJ899>3.0.CO;2-9 · Zbl 0942.62053 · doi:10.1002/(SICI)1521-4036(199812)40:8<899::AID-BIMJ899>3.0.CO;2-9 |
| [9] | DOI: 10.1080/03610928808829732 · Zbl 0648.62043 · doi:10.1080/03610928808829732 |
| [10] | Simpson D.G., Biometrika 73 pp 589– (1986) |
| [11] | Tryon P.V., Ann. Stat. pp 1(6):1061– (1973) |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
