Adaptive rank tests for location with generalizaed Lambda distribution scores

Jimmy Corzo Salamanca, Arsenio HIdalgo Troya


We propose adaptive rank tests for the location alternative in one sample, using as score function the percentile function of the Generalized Lambda Distribution (GLD ). We give expressions for its eciency as functions of the kurtosis parameters of the distribution used for the score function and those of the sampled distribution. A simulation study shows that the proposed tests maintain its nominal size and that this test using scores functions with small kurtosis parameter, are very ecient for samples coming from distributions with large kurtosis, overtaking the sign test and the Wilcoxon test. Reciprocally, tests which use scores from GLD  distributions with large kurtosis are more ecient when the sample comes from GLD  distributions with small kurtosis

Texto completo:

PDF (English)


Aranda, M. & Corzo, J. (2002), `Aproximacion de la potencia asintotica de la prueba del rango signado de wilcoxon', Revista de la Academia Colombiana

de Ciencias Exactas, Físicas y Naturales XXVI(101), 555{563.

Brown, B. & Hettmansperger, T. (1996), `Normal scores, normal plots, and tests for normality b.', Journal of the American Statistics Association 91(436).

Fisher, R. & Yates, F. (1938), Statistical Tables for Biological, Agricultural and Medical Research, sixth edn, Hafner Publishing Co., Inc., New York.

Fraser, D. (1957), Nonparametric methods in statistics, Wiley, New York.

Govindarujulu, Z. (2011), `Nonparametric inference,', World Scientic Publishing Co Pte. Ltd .

Hettmansperger, T. (1984), Statistical Inference Based on Ranks, John Wiley & Sons.

Karian, A. & Dudewicz, E. (2000), Fitting Statistical Distributions: the Generalized Lambda Distribution and Generalized Bootstrap Methods, Chapman & Hall/CRC.

Karian, Z. & Dudewicz, E. (2010), Handbook of Fitting Statistical Distributions with R, Chapman and Hall.

Klotz, J. (1962), ` Nonparametric tests for scale', ams "55, 56", 498{512.

Li, J. & Zhang, W. (2011), `A semiparametric threshold model for censored longitudinal data analysis', Journal of the American Statistics Association100, 685-696.

Manoukian, E. B. (1986), Mathematical Nonparametric Statistics, Gordon an Breach Science publishers, London.

Rainville, E. D. (1960), Special functions, The Macmillan Company.

Waerden, B. L. v. d. (1952/1953), `Order tests for the two sample problem and their power', Proceedings of Koninklijke Nederlandse Akademie van Weten-

schappen 55, 56.

Enlaces refback

  • No hay ningún enlace refback.

ISSN: 2027-3355 
ISSN electrónico: 2339-3076
DOI: 10.15332/s2027-3355