Non-Parametric Testing of classes of transformations
نویسندگان
چکیده
In this paper we consider two independent iid samples X1, ...., Xm and Y1, ...., Yn, a given class of functions Λ, and perform the test • H0: There exists λ ∈ Λ such that λ(Y1) has the same distribution as X1. • H1: non H0. We present tests of the Kolmogorov-Smirnov type and smooth alternatives based on Von Mises calculus. Algorithms for some particular cases are provided. Our procedure may be seen as a previous step to any rank test for differences in location or scale, since for these tests one assumes that the difference between the distribution of the two samples is only due to a transformation of a given type (translation, change of scale). Mathematics Subject Classification (2000): 62G10, 62G30, 62G20.
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