Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry
Koul, Hira Lal ; Staudte, R. G.
Ann. Statist., Tome 4 (1976) no. 1, p. 924-935 / Harvested from Project Euclid
Lower and upper bounds on the power of a Smirnov test for symmetry $H_0: \bar{F} = F$ versus $H_1: \bar{F} \geqq F, \sup_x\lbrack\bar{F}(x) - F(x)\rbrack = \Delta > 0$ are obtained exactly or estimated for selected values of sample size $N$, level $\alpha$, and asymmetry $\Delta$. Furthermore the asymptotic power of the test as $N^{\frac{1}{2}}\Delta_N \rightarrow c$ is shown to be bounded by $\Phi(c - k_\alpha)$ and 1 if $c \geqq k_\alpha$ and by $\alpha$ and $2\Phi(c - k_\alpha)$ if $c < k_\alpha$, where $k_\alpha$ is the critical point. These bounds compare favorably in some respects with those of the Wilcoxon and other monotone rank tests studied in "Power bounds and asymptotic minimax results for one-sample rank tests," Ann. Math. Statist. 42 12-35.
Publié le : 1976-09-14
Classification:  Smirnov statistics,  monotone rank tests,  power bounds,  62G10
@article{1176343589,
     author = {Koul, Hira Lal and Staudte, R. G.},
     title = {Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry},
     journal = {Ann. Statist.},
     volume = {4},
     number = {1},
     year = {1976},
     pages = { 924-935},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343589}
}
Koul, Hira Lal; Staudte, R. G. Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry. Ann. Statist., Tome 4 (1976) no. 1, pp.  924-935. http://gdmltest.u-ga.fr/item/1176343589/