A test for the equality of marginal distributions

Vilijandas Bagdonavičius; Ruta Levuliene; Mikhail Nikulin

doi:10.1016/j.crma.2007.03.001

Statistics/Probability Theory

A test for the equality of marginal distributions

Presented by: Paul Deheuvels

Vilijandas Bagdonavičius ¹; Ruta Levuliene ¹; Mikhail Nikulin ²

¹ University of Vilnius, 24, Naugarduko, 01513 Vilnius, Lithuania
² Université Victor-Segalen Bordeaux 2, BP 26, 146, rue Léo-Saignat, 33076 Bordeaux cedex, France

Comptes Rendus. Mathématique, Volume 344 (2007) no. 8, pp. 509-514.

Abstract
Résumé

We present a test for the equality of marginals of bi-dimensional distribution functions under censoring. The asymptotic power of the test under approaching alternatives and the simulation analysis for finite samples are done. The test is more powerful than classical tests in situations where the marginals differ in shape parameters.

On propose un test pour l'égalité des répartitions des marginales pour des données complètes ou censurées à droite. On obtient une estimation de la puissance asymptotique pour des alternatives approchées. On étudie par simulation des propriétés du test pour des échantillons finis. Le test est plus puissant que les tests classiques quand les marginales diffèrent en paramètre de forme.

Received: 2006-03-21
Accepted: 2007-02-14
Published online: 2007-04-15

DOI: 10.1016/j.crma.2007.03.001

Author's affiliations:

Vilijandas Bagdonavičius ¹; Ruta Levuliene ¹; Mikhail Nikulin ²

¹ University of Vilnius, 24, Naugarduko, 01513 Vilnius, Lithuania
² Université Victor-Segalen Bordeaux 2, BP 26, 146, rue Léo-Saignat, 33076 Bordeaux cedex, France

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Vilijandas Bagdonavičius; Ruta Levuliene; Mikhail Nikulin. A test for the equality of marginal distributions. Comptes Rendus. Mathématique, Volume 344 (2007) no. 8, pp. 509-514. doi : 10.1016/j.crma.2007.03.001. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2007.03.001/

References
Cited by

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[6] P.E. Greenwood; M. Nikulin A Guide to Chi-Squared Testing, John Wiley and Sons, New York, 1996

[7] W. Owen; D. Sinha; M. Capozzoli A paired-data analysis for a lifetime distribution, Amer. Statist., Volume 54 (2000), pp. 252-256

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[10] A. Sklar Fonctions de répartition à n dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris, Volume 8 (1959), pp. 229-231

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