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https://hdl.handle.net/2440/70169
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Type: | Journal article |
Title: | Rank test of location optimal for hyperbolic secant distribution |
Author: | Kravchuk, O. |
Citation: | Communications in Statistics: Theory and Methods, 2005; 34(7):1617-1630 |
Publisher: | Marcel Dekker Inc |
Issue Date: | 2005 |
ISSN: | 0361-0926 |
Statement of Responsibility: | O. Y. Kravchuk |
Abstract: | There are at least two reasons for a symmetric, unimodal, diffuse tailed hyperbolic secant distribution to be interesting in real-life applications. It displays one of the common types of non normality in natural data and is closely related to the logistic and Cauchy distributions that often arise in practice. To test the difference in location between two hyperbolic secant distributions, we develop a simple linear rank test with trigonometric scores. We investigate the small-sample and asymptotic properties of the test statistic and provide tables of the exact null distribution for small sample sizes. We compare the test to the Wilcoxon two-sample test and show that, although the asymptotic powers of the tests are comparable, the present test has certain practical advantages over the Wilcoxon test. |
Keywords: | Cauchy distribution Hyperbolic secant distribution Logistic distribution Two-sample rank test van der Waerden test Wilcoxon test. |
Rights: | Copyright © Taylor & Francis, Inc. |
DOI: | 10.1081/STA-200063236 |
Published version: | http://dx.doi.org/10.1081/sta-200063236 |
Appears in Collections: | Agriculture, Food and Wine publications Aurora harvest |
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