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Modifications of the Mack‐Wolfe umbrella tests for a generalized Behrens‐Fisher problem
Author(s) -
Chen Y. I.,
Wolfe D. A.
Publication year - 1990
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315455
Subject(s) - mathematics , distribution (mathematics) , sample (material) , mathematical economics , calculus (dental) , statistical physics , mathematical analysis , physics , medicine , dentistry , thermodynamics
We are concerned with testing procedures for umbrella alternatives in the k ‐sample location problem without making the assumption that the underlying populations have the same shape. Modifications of the Mack‐Wolfe tests are proposed for the cases when the peak of the umbrella is known or unknown. The proposed procedures are exactly distribution‐free when the continuous populations have the same shape. The modified test for peak‐known umbrella alternatives remains asymptotically distribution‐free when the continuous populations are symmetric, but not necessarily with the same shape.

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