A two sample ordered alternative test for means and variances

Publication Description
A two sample test of likelihood ratio type is proposed, assuming normal distribution theory, for testing the hypothesis that two samples come from identical normal populations versus the alternative that the populations are normal but vary in mean value and variance with one population having a smaller mean and smaller variance than the other. The small sample and large sample distribution of the proposed statistic are derived assuming normality. Some computations are presented which show the speed of convergence of small sample critical values to their asymptotic counterparts. Comparisons of local power of the proposed test are made with several potential competing tests. Asymptotics for the test statistic are derived when underlying distributions are not necessarily normal.

Primary Author
Halperin,Max
Gordon Lan,K. K.

Volume
16

Issue
5

Start Page
1297

Other Pages
1313

Publisher
Marcel Dekker, Inc

URL
http://www.tandfonline.com/doi/abs/10.1080/03610928708829440



Reference Type
Journal Article

Periodical Full
Communications in Statistics - Theory and Methods

Publication Year
1987

Publication Date
Jan 1,

ISSN/ISBN
0361-0926

Document Object Index
10.1080/03610928708829440