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A homogeneity test for bivariate random variables

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Abstract

In this paper, a test for the homogeneity of two bidimensional populations is proposed. It is based on the L 2-norm of the difference between the empirical characteristic functions associated with independent random samples from each population. We first approximate this norm and then we give two bootstrap algorithms to consistently estimate the null distribution of the resultant test statistic. A simulation study illustrates the goodness of these two bootstrap estimators and compares the proposed test with others.

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Authors and Affiliations

  1. Dpto. Estadística e I.O., Universidad de Jaén, Paraje las Lagunillas s.n., 23071, Jaén, Spain

    V. Alba Fernández

  2. Dpto. Matemática Aplicada, Universidad de Granada, Campus de Fuentenueva, s.n., 18071, Granada, Spain

    D. Barrera Rosillo & M. J. Ibáñez Pérez

  3. Dpto. de Estadística e I.O., Universidad de Sevilla, C/Tarfia, s.n., 41012, Sevilla, Spain

    M. D. Jiménez Gamero

Authors
  1. V. Alba Fernández
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  2. D. Barrera Rosillo
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  3. M. J. Ibáñez Pérez
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  4. M. D. Jiménez Gamero
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Corresponding author

Correspondence to M. D. Jiménez Gamero.

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Alba Fernández, V., Barrera Rosillo, D., Ibáñez Pérez, M.J. et al. A homogeneity test for bivariate random variables. Comput Stat 24, 513–531 (2009). https://doi.org/10.1007/s00180-008-0144-6

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  • DOI: https://doi.org/10.1007/s00180-008-0144-6

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