Pruebas adaptativas de rangos para localización con puntajes de la distribución Lambda generalizada

We propose adaptive rank tests for the location alternative in one sample, using as score function the percentile function of the Generalized Lambda Distribution (GLD ). We give expressions for its eciency as functions of the kurtosis parameters of the distribution used for the score function and th...

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Autores:
Corzo Salamanca, Jimmy
HIdalgo Troya, Arsenio
Tipo de recurso:
Fecha de publicación:
2017
Institución:
Universidad Santo Tomás
Repositorio:
Repositorio Institucional USTA
Idioma:
eng
OAI Identifier:
oai:repository.usta.edu.co:11634/10979
Acceso en línea:
https://revistas.usantotomas.edu.co/index.php/estadistica/article/view/4011
Palabra clave:
Efficiency; generalized lambda distribution; location rank test; normal scores; rank test.
Eficiencia; distribución lambda generalizada; prueba de rango de ubicación; puntajes normales; prueba de rango.
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License
Copyright (c) 2017 Comunicaciones en Estadística
Description
Summary:We propose adaptive rank tests for the location alternative in one sample, using as score function the percentile function of the Generalized Lambda Distribution (GLD ). We give expressions for its eciency as functions of the kurtosis parameters of the distribution used for the score function and those of the sampled distribution. A simulation study shows that the proposed tests maintain its nominal size and that this test using scores functions with small kurtosis parameter, are very ecient for samples coming from distributions with large kurtosis, overtaking the sign test and the Wilcoxon test. Reciprocally, tests which use scores from GLD  distributions with large kurtosis are more ecient when the sample comes from GLD  distributions with small kurtosis.