A comparison study of the nonparametric tests based on the empirical distributions
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In this study, we propose a nonparametric test based on the empirical distribution and its quantile function and compare its performance with the well-known tests for the two-sample problem. For this, first of all, we review some existing nonparametric tests and then propose a new one. We consider to apply the permutation principle to obtain the null distribution. Then we show an example and compare the performance by obtaining empirical powers through a simulation study. Finally, we discuss briefly the re-sampling methods and comment about importance of the continuity assumption for the underlying distribution for the nonprametric test.
Abstract
In this study, we propose a nonparametric test based on the empirical distribution and its quantile function and compare its performance with the well-known tests for the two-sample problem. For this, first of all, we review some existing nonparametric tests and then propose a new one. We consider to apply the permutation principle to obtain the null distribution. Then we show an example and compare the performance by obtaining empirical powers through a simulation study. Finally, we discuss briefly the re-sampling methods and comment about importance of the continuity assumption for the underlying distribution for the nonprametric test.
참고문헌 (20)
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