Statistical Papers

, Volume 37, Issue 2, pp 95–104 | Cite as

A note on the nonparametric test based on theL1-version of the Cramér-von Mises statistic

  • Jutta Arrenberg
Articles

Abstract

We consider the test based on theL1-version of the Cramér-von Mises statistic for the nonparametric two-sample problem. Some quantiles of the exact distribution under H0 of the test statistic are computed for small sample sizes. We compare the test in terms of power against general alternatives to other two-sample tests, namely the Wilcoxon rank sum test, the Smirnov test and the Cramér-von Mises test in the case of unbalanced small sample sizes. The computation of the power is rather complicated when the sample sizes are unequal. Using Monte Carlo power estimates it turns out that the Smirnov test is more sensitive to non stochastically ordered alternatives than the new test. And under location-contamination alternatives the power estimates of the new test and of the competing tests are equal.

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Copyright information

© Springer-Verlag 1996

Authors and Affiliations

  • Jutta Arrenberg
    • 1
  1. 1.Universität der Bundeswehr HamburgHamburg

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