Smoothed alternatives of the two-sample median and Wilcoxon's rank sum tests

Taku Moriyama, Yoshihiko Maesono

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

We discuss smoothed rank statistics for testing the location shift parameter of the two-sample problem. They are based on discrete test statistics–the median and Wilcoxon's rank sum tests. For the one-sample problem, Maesono et al. [Smoothed nonparametric tests and their properties. arXiv preprint. 2016; ArXiv:1610.02145] reported that some nonparametric discrete tests have a problem with their p-values because of their discreteness. The p-values of Wilcoxon's test are frequently smaller than those of the median test in the tail area. This leads to an arbitrary choice of the median and Wilcoxon's rank sum tests. To overcome this problem, we propose smoothed versions of those tests. The smoothed tests inherit the good properties of the original tests and are asymptotically equivalent to them. We study the significance probabilities and local asymptotic powers of the proposed tests.

Original languageEnglish
Pages (from-to)1096-1115
Number of pages20
JournalStatistics
Volume52
Issue number5
DOIs
Publication statusPublished - Sep 3 2018

    Fingerprint

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this