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A Non-Parametric Test for Comparing Two Non-Independent Distributions

Alona Raviv
Journal of the Royal Statistical Society. Series B (Methodological)
Vol. 40, No. 2 (1978), pp. 253-261
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2984763
Page Count: 9
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
A Non-Parametric Test for Comparing Two Non-Independent Distributions
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Abstract

Using a sample from an unknown bivariate distribution, we propose a test for the hypothesis that one marginal distribution is stochastically larger than the other. We show that the test statistic has an asymptotic normal distribution, and that the proposed test is asymptotically non-parametric. This test is compared to the paired t-test for large samples in terms of asymptotic relative efficiency and for samples of size 20 by simulation estimates of size and power. There are important cases in which the power of the proposed test exceeds that of the paired t-test; whereas even under normality its power is near that of the paired t-test.

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