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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 1, Pages 197–200
(Mi tvp1051)
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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On a non-parametric test for homogeneity of several
samples
O. M. Černomordik Moscow
Abstract:
Let $(x_{i1},\dots,x_{in_i})$, $i=\overline{1,m}$ be independent samples of sizes $n_1,\dots,n_m$ from continuous distribution functions $F_1(x),\dots,F_m(x)$. For testing the hypothesis $H_0$: $F_1(x)=\dots=F_m(x)$, tests based on the statistics
$$
S(n_1,\dots,n_m)=\sup_{-\infty<x<\infty}\biggl(\sum_{i=1}^m c_i\biggl[F_{n_i}(x)-\biggl(\sum_{i=1}^m c_i F_{n_i}(x)\biggr)/\sum_{i=1}^m c_i\biggr]^2\biggr)^{1/2}
$$
are considered where $F_{n_1}(x),\dots,F_{n_m}(x)$ are the empirical distribution functions of the
samples and $c_1,\dots,c_m$ arbitrary positive numbers. Numerical methods for calculation
of exact and limiting distributions of $S(n_1,\dots,n_m)$ under $H_0$ are described.
Received: 10.10.1979
Citation:
O. M. Černomordik, “On a non-parametric test for homogeneity of several
samples”, Teor. Veroyatnost. i Primenen., 25:1 (1980), 197–200; Theory Probab. Appl., 25:1 (1980), 194–197
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