Nonparametric Tests for Multivariate Two Sample Data: Using Projection Pursuit - Couverture souple

Gunathilaka, Unawatuna

 
9783639118407: Nonparametric Tests for Multivariate Two Sample Data: Using Projection Pursuit

Synopsis

Construction of an asymptotically distribution free test for the hypothesis that two multivariate random samples are identically distributed has been a topic among many statisticians for a long time. Although this problem has been solved for random samples of multivariate normal data within the parametric setting, there are not many studies in the literature for treating this problem with random samples from arbitrary unknown distributions. This book sheds a new light on this topic proposing few innovative nonparametric procedures which can be applied for any two random samples from unknown distributions. In our first approach we propose to establish a multiple direction rank statistic developed based on the projected data towards some arbitrary directions. Next we develop the test statistic in terms of this multiple direction rank statistic, which can be used to test whether the two samples have the same underlying distribution or not. Secondly, alternative approaches to a slightly different problem are explored. These alternative approaches are developed on the basis of paired comparisions.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Construction of an asymptotically distribution free test for the hypothesis that two multivariate random samples are identically distributed has been a topic among many statisticians for a long time. Although this problem has been solved for random samples of multivariate normal data within the parametric setting, there are not many studies in the literature for treating this problem with random samples from arbitrary unknown distributions. This book sheds a new light on this topic proposing few innovative nonparametric procedures which can be applied for any two random samples from unknown distributions. In our first approach we propose to establish a multiple direction rank statistic developed based on the projected data towards some arbitrary directions. Next we develop the test statistic in terms of this multiple direction rank statistic, which can be used to test whether the two samples have the same underlying distribution or not. Secondly, alternative approaches to a slightly different problem are explored. These alternative approaches are developed on the basis of paired comparisions.

Biographie de l'auteur

Asiri Gunathilaka is currently a PhD student in the Actuarial Science program at University of Connecticut, USA. Born and raised in Sri Lanka, he earned his B.S. in Mathematics from the University of Kelaniya, Sri Lanka. He received his M.S. in Statistics from Texas Tech University, USA. This book has written based on his research at Texas Tech.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.