A Composite Nonparametric Test for a Scale Slippage Alternative
Woinsky, Melvin N.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 65-73 / Harvested from Project Euclid
Consider the 2-sample problem where the null cdf $F(x)$ satisfies $F(0) = 0$ and the alternative is $F_\theta(x) = F(x/(1 + \theta))$ with $\theta > 0$. An asymptotically optimum statistic $z$ is obtained for a parametric model where $F(x)$ is a gamma distribution. The Mann-Whitney $U$ and Savage $T$ statistics are compared to $z$ for several null densities. It is shown that the Pitman asymptotic relative efficiency, ARE $(U/z)$, can approach zero if $\mu/\sigma\rightarrow 0$, where $\mu$ is the mean and $\sigma^2$ the variance of the null distribution. However, a lower bond on ARE $(U/z)$ is obtained as a function of $\mu/\sigma$ for general $F(x)$. Using the bound a composite test is constructed which has a specified minimum ARE of any desired value between 0 and .864. Densities exist for the composite test which result in arbitrarily large values of efficiency.
Publié le : 1972-02-14
Classification: 
@article{1177692701,
     author = {Woinsky, Melvin N.},
     title = {A Composite Nonparametric Test for a Scale Slippage Alternative},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 65-73},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692701}
}
Woinsky, Melvin N. A Composite Nonparametric Test for a Scale Slippage Alternative. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  65-73. http://gdmltest.u-ga.fr/item/1177692701/