The aim of this work is to present and discuss a permutation solution for the two-sample location-scale testing problem by means of a simulation study. As suggested by the simulation results, we can confirm that the proposed solution is a good alternative to traditional procedures, such as the Lepage test. One of the greatest advantages of our permutation solution is that it has a good behaviour both under the null hypothesis and in power with small sample sizes. Hence, in each situation where the normality assumption may be hard to justify, this nonparametric procedure can be considered a valid solution.

A permutation solution for two-sample location-scale test

ARBORETTI GIANCRISTOFARO, ROSA;CORAIN, LIVIO
2008

Abstract

The aim of this work is to present and discuss a permutation solution for the two-sample location-scale testing problem by means of a simulation study. As suggested by the simulation results, we can confirm that the proposed solution is a good alternative to traditional procedures, such as the Lepage test. One of the greatest advantages of our permutation solution is that it has a good behaviour both under the null hypothesis and in power with small sample sizes. Hence, in each situation where the normality assumption may be hard to justify, this nonparametric procedure can be considered a valid solution.
2008
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11577/2452450
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