A Class of Distribution-Free Two-Sample Tests Based on Placements
提出一类适用于一个样本量远大于另一个样本量的无分布两样本检验方法,基于小样本观测值在大样本有序观测值中的放置位置,推广了Mann-Whitney检验,并讨论了最优检验选择及极限分布。
Abstract We consider a class of two-sample distribution-free tests that are appropriate for situations where one of the sample sizes is large relative to the other. These procedures are based on the placements of the observations in the smaller sample among the ordered observations in the larger sample, and this class of tests generalizes the Mann-Whitney (1947) procedure in much the same way that the class of linear rank tests generalizes the equivalent Wilcoxon (1945) rank sum form. Optimality criteria for choosing a test from this class are discussed and limiting distributions for the associated class of test statistics are determined for the case where only one of the sample sizes goes to infinity.