两个多元分布的位置和尺度参数的同时检验

Q3 Mathematics

Revista Colombiana De Estadistica Pub Date : 2019-07-01 DOI:10.15446/RCE.V42N2.70815

A. Chavan, D. T. Shirke

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引用次数: 1

摘要

本文利用非参数组合理论，提出了同时检验两个多元分布的位置参数和尺度参数相等性的非参数检验方法。我们的方法是使用组合函数将基于数据深度的位置和尺度测试结合起来，构建一个新的基于数据深度的位置和尺度参数测试。基于这种方法，我们提出了几个测试。使用Fisher置换原理获得所提出检验的p值。根据对称和偏斜多变量分布的经验功率评估了所提议的测试的性能，并将其与基于数据深度的现有测试进行了比较。为了说明目的，建议的测试也适用于实际数据集。

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Simultaneously Testing for Location and Scale Parameters of Two Multivariate Distributions

In this article, we propose nonparametric tests for simultaneously testing equality of location and scale parameters of two multivariate distributions by using nonparametric combination theory. Our approach is to combine the data depth based location and scale tests using combining function to construct a new data depth based test for testing both location and scale parameters. Based on this approach, we have proposed several tests. Fisher's permutation principle is used to obtain p-values of the proposed tests. Performance of proposed tests has been evaluated in terms of empirical power for symmetric and skewed multivariate distributions and compared to the existing test based on data depth. The proposed tests are also applied to a real-life data set for illustrative purpose.

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来源期刊

Revista Colombiana De Estadistica STATISTICS & PROBABILITY-

CiteScore

1.20

自引率

0.00%

发文量

审稿时长

>12 weeks

期刊介绍： The Colombian Journal of Statistics publishes original articles of theoretical, methodological and educational kind in any branch of Statistics. Purely theoretical papers should include illustration of the techniques presented with real data or at least simulation experiments in order to verify the usefulness of the contents presented. Informative articles of high quality methodologies or statistical techniques applied in different fields of knowledge are also considered. Only articles in English language are considered for publication. The Editorial Committee assumes that the works submitted for evaluation have not been previously published and are not being given simultaneously for publication elsewhere, and will not be without prior consent of the Committee, unless, as a result of the assessment, decides not publish in the journal. It is further assumed that when the authors deliver a document for publication in the Colombian Journal of Statistics, they know the above conditions and agree with them.