Performance of the control quantile two sample statistic

Authors
Klotz, JH
Citation
Jh. Klotz, Performance of the control quantile two sample statistic, J NONPARA S, 13(4), 2001, pp. 501-513
Citations number
10
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF NONPARAMETRIC STATISTICS
ISSN journal
10485252 → ACNP
Volume
13
Issue
4
Year of publication
2001
Pages
501 - 513
Database
ISI
SICI code
1048-5252(2001)13:4<501:POTCQT>2.0.ZU;2-2
Abstract
We give the large sample performance of the control quantile two sample tes t relative to the two sample Wilcoxon rank sum test for various distributio ns. We also give the exact null distribution in closed form for the case of ties as well as for the untied case. Because of better efficiency for the Cauchy distribution, and a simpler null distribution, the test seems an att ractive substitute for the popular rank sum test for heavy tailed distribut ions.