Abstract

OJEDA, FRANCISCO M.; PULIDO, ROSALVA L.; QUIROZ, ADOLFO J.  and  RIOS, ALFREDO J.. Linearity Measures of the P-P Plot in the Two-Sample Problem. Rev.Colomb.Estad. [online]. 2012, vol.35, n.1, pp.1-14. ISSN 0120-1751.

We present a non-parametric statistic based on a linearity measure of the P-P plot for the two-sample problem by adapting a known statistic proposed for goodness of fit to a univariate parametric family. A Monte Carlo comparison is carried out to compare the method proposed with the classical Wilcoxon and Ansari-Bradley statistics and the Kolmogorov-Smirnov and Cramér-von Mises statistics the two-sample problem, showing that, for certain relevant alternatives, the proposed method offers advantages, in terms of power, over its classical counterparts. Theoretically, the consistency of the statistic proposed is studied and a Central Limit Theorem is established for its distribution.

Keywords : Nonparametric statistics; P-P plot; Two-sample problem.

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