Article ID Journal Published Year Pages File Type
1153392 Statistics & Probability Letters 2012 9 Pages PDF
Abstract

Three nonparametric tests for several sample scale problem against umbrella alternative, when the peak of the umbrella is known, are proposed. The proposed statistics have the advantage of not requiring the several distribution functions to have a common median, but rather any common quantile of order α,0≤α≤1α,0≤α≤1, (not necessarily 1/21/2) which is assumed to be known. The proposed tests are compared with each other in the Pitman asymptotic relative efficiency sense for different distributions.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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