On the asymptotic power of a method for testing hypothesis about equality of distributions
DOI:
https://doi.org/10.21638/spbu01.2023.206Abstract
The paper is devoted to studying the asymptotic power of a method for testing hypothesis on equality of two distributions that can be considered as a generalization of Mann - Whitney -Wilcoxon test. We consider a class of distributions such that the expection of the square of an auxiliary function is finite. For the case when alternative distribution differ from the initial one only by a shift the asymptotic distribution and asymptotic power of the test are found explicitly. Up to now the power of the test was studied only by stochastic simulation.Keywords:
testing hypothesis on equality of two distributions, asymptotic power of statististical tests, Normal distribution Cashy distribution
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Articles of "Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy" are open access distributed under the terms of the License Agreement with Saint Petersburg State University, which permits to the authors unrestricted distribution and self-archiving free of charge.