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Some test statistics based on the martingale term of the empirical distribution function

✍ Scribed by Sigeo Aki


Publisher
Springer Japan
Year
1986
Tongue
English
Weight
915 KB
Volume
38
Category
Article
ISSN
0020-3157

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We present a unified approach to the nonparametric cornparison of locations in the one-and two sample case using the empirical distribution functions. This approach reveals how to define a simple test statistic for this comparison in the case of large sample sizes which is equivalent to the known Wi