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Two-sample rank tests based on exceeding observations

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Abstract

Simple rank statistics are used to test that two samples come from the same distribution. Šidák’s E-test (Apl. Mat. 22 (1977), 166–175) is based on the number of observations from one sample that exceed all observations from the other sample. A similar test statistic is defined in Ann. Inst. Stat. Math. 52 (1970), 255–266. We study asymptotic behavior of the moments of both statistics.

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References

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Stoimenova, E. Two-sample rank tests based on exceeding observations. Appl Math 52, 345–352 (2007). https://doi.org/10.1007/s10492-007-0019-0

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  • DOI: https://doi.org/10.1007/s10492-007-0019-0

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