Two-sample scale rank procedures optimal for the generalized secant hyperbolic distribution
نویسنده
چکیده
There are many linear rank tests for the two-sample dispersion problem presented in literature. However just a few of them, the simplest ones, are commonly used. These common tests are not efficient for many practical distributions and thus other simple tests need to be developed to serve a wider range of distributions. The generalized secant hyperbolic distribution, proposed by Vaughan in [9], includes a large family of symmetric heavyand light-tailed distributions, from Cauchy to uniform. Kravchuk in [7] discussed location rank procedures optimal for this family. In the current paper, we introduce two-sample scale linear rank tests locally optimal for the generalized secant hyperbolic distribution. We discuss the asymptotic and exact properties of the new test statistics and illustrate the corresponding tests and rank estimators with numerical examples.
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