A new nonparametric test statistic

• Main Authors: Jian-Hao Huang, 黃建豪
• Other Authors: Yi-Liang Chen
• Format: Others
• Language: zh-TW
• Published: 2003
• Online Access: http://ndltd.ncl.edu.tw/handle/52839308973496431948

碩士 === 真理大學 === 數理科學研究所 === 91 === Various tests have been proposed for testing the equality of two distribution functions, including the well-known Kolmogorov-Smirnov two-sample test statistic. In 1986, Katzenbeisser and Hackel suggested an alternative statistic T to be used when the sample sizes are equal. Later, in 1987, Wei-Hou Cheng and Yi-Liang Chen found the null distribution of statistic T when sample sizes are unequal. In addition, they proposed a statistic D. In this paper we propose a new test statistic An and derive its null distribution. And we compare the powers of D, An, and Kolmogorov-Smirnov test statistic by the Monte Carlo method.