Joint distribution of rank statistics considering the location and scale parameters and its power study

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Lee, Wan-Chen
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Abstract The ranking method used for testing the equivalence of two distributions has been studied for decades and is widely adopted for its simplicity. However, due to the complexity of calculations, the power of the test is either estimated by a normal approximation or found when an appropriate alternative is given. Here, via the Finite Markov chain imbedding technique, we are able to establish the marginal and joint distributions of the rank statistics considering the shift and scale parameters, respectively and simultaneously, under two different continuous distribution functions. Furthermore, the procedures of distribution equivalence tests and their power functions are discussed. Numerical results of a joint distribution of rank statistics under the standard normal distribution and the powers for a sequence of alternative normal distributions with means from −20 to 20 and standard deviations from 1 to 9 and their reciprocal are presented. In addition, we discuss the powers of the rank statistics under the Lehmann alternatives. 2010 Mathematics Subject Classification Primary 62G07; Secondary 62G10
Journal of Statistical Distributions and Applications. 2014 Jun 11;1(1):6