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Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2024, Volume 11, Issue 3, Pages 477–488
DOI: https://doi.org/10.21638/spbu01.2024.304
(Mi vspua309)
 

MATHEMATICS

On the asymptotic power of the “energy” test for equality of two distributions

V. B. Melas, D. I. Salnikov

St. Petersburg State University, 7-9, Universitetskaya nab., St. Petersburg, 199034, Russian Federation
Abstract: In the paper the asymptotic distribution and the formula for the asymptotic power are found for the “energy” test in the case of alternative distributions differ from zero distribution by the parameter of shift and/or the parameter of scale. This criterion is an alternative for the well-known Mann-Whitney test but allows to compare distributions that differ by the scale parameter. The efficiency of the results obtained is demonstrated by the stochastic simulation for the normal distribution and the Cauchy distribution.
Keywords: testing hypothesis of equality of two distributions, energy test, the asymptotic power of criteria, Normal distribution, Cauchy distribution.
Received: 13.01.2024
Revised: 31.01.2024
Accepted: 22.02.2024
Document Type: Article
UDC: 519.234.3
MSC: 62G10
Language: Russian
Citation: V. B. Melas, D. I. Salnikov, “On the asymptotic power of the “energy” test for equality of two distributions”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 11:3 (2024), 477–488
Citation in format AMSBIB
\Bibitem{MelSal24}
\by V.~B.~Melas, D.~I.~Salnikov
\paper On the asymptotic power of the ``energy'' test for equality of two distributions
\jour Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy
\yr 2024
\vol 11
\issue 3
\pages 477--488
\mathnet{http://mi.mathnet.ru/vspua309}
\crossref{https://doi.org/10.21638/spbu01.2024.304}
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