A Two-sample Nonparametric Test for Circular Data- its Exact Distribution and Performance.

Abstract

A nonparametric test labelled 'Rao Spacing-frequencies test' is explored and developed for testing whether two circular samples come from the same population. Its exact distribution and performance relative to comparable tests such as the Wheeler-Watson test and the Dixon test in small samples, are discussed. Although this test statistic is shown to be asymptotically normal, as one would expect, this large sample distribution does not provide satisfactory approximations for small to moderate samples. Exact critical values for small samples are obtained and tables provided here, using combinatorial techniques, and asymptotic critical regions are assessed against these. For moderate sample sizes in-between i.e. when the samples are too large making combinatorial techniques computationally prohibitive but yet asymptotic regions do not provide a good approximation, we provide a simple Monte Carlo procedure that gives very accurate critical values. As is well-known, the large number of usual rank-based tests are not applicable in the context of circular data since the values of such ranks depend on the arbitrary choice of origin and the sense of rotation used (clockwise or anti-clockwise). Tests that are invariant under the group of rotations, depend on the data through the so-called 'spacing frequencies', the frequencies of one sample that fall in between the spacings (or gaps) made by the other. The Wheeler-Watson, Dixon, and the proposed Rao tests are of this form and are explicitly useful for circular data, but they also have the added advantage of being valid and useful for comparing any two samples on the real line. Our study and simulations establish the 'Rao spacing-frequencies test' as a desirable, and indeed preferable test in a wide variety of contexts for comparing two circular samples, and as a viable competitor even for data on the real line. Computational help for implementing any of these tests, is made available online "TwoCircles" R package and is part of this paper.