A permutation test for the location-scale problem is proposed within the nonparametric combination framework. The test is based on the combination of the permutation version of the Student t test and the permutation version of Pan L50 test for scale. Type-one error rate and power of this test are compared with those of Lepage and Cucconi tests. It is shown that the proposed test is preferable under normal- and light-tailed distributions.
A Location-Scale Permutation Test
MAROZZI, Marco
2010-01-01
Abstract
A permutation test for the location-scale problem is proposed within the nonparametric combination framework. The test is based on the combination of the permutation version of the Student t test and the permutation version of Pan L50 test for scale. Type-one error rate and power of this test are compared with those of Lepage and Cucconi tests. It is shown that the proposed test is preferable under normal- and light-tailed distributions.
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