Two-Sample Nonparametric Test of Homogeneity

Document Type : Original Article

Author

Department of Statistics, An-Najah National University. Nablus , Palestine

Abstract

Given independent multivariate random samples x1, x2, ..., xnand y1, y2….yn   from distributions F and G, a test is desired for Ho: F = G against general alternatives. Consider the k (n + n2) possible ways of choosing one observation from the combined samples and then one of its k nearest neighbors, and let Sk be the proportion of these choices in which the point and neighbor are in the came sample. SCHILLING (1986) proposed Sk  as a test statistic, but did not indicate how to determine k. BARAKAT, QUADE, and SALAMA (1996) proposed a test statistic W=1 kSk, which is equivalent to a sum of N Wilkoxon rank sums. The limiting distribution of the test was not found yet. We suggest as a test statistic TM=ΣΣ h(m,j), Where h (m,j) = I{Jth nearest neighbor of the median m is a y}. 
 

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