TY - JOUR

T1 - Об асимптотической мощности одного метода проверки гипотез о равенстве распределений

AU - Мелас, Вячеслав Борисович

PY - 2023

Y1 - 2023

N2 - The paper is devoted to studying the asymptotic power of a method for testing hypothesis on equality of two distributions that can be considered as a generalization of Mann - Whitney -Wilcoxon test. We consider a class of distributions such that the expection of the square of an auxiliary function is finite. For the case when alternative distribution differ from the initial one only by a shift the asymptotic distribution and asymptotic power of the test are found explicitly. Up to now the power of the test was studied only by stochastic simulation.

AB - The paper is devoted to studying the asymptotic power of a method for testing hypothesis on equality of two distributions that can be considered as a generalization of Mann - Whitney -Wilcoxon test. We consider a class of distributions such that the expection of the square of an auxiliary function is finite. For the case when alternative distribution differ from the initial one only by a shift the asymptotic distribution and asymptotic power of the test are found explicitly. Up to now the power of the test was studied only by stochastic simulation.

UR - https://www.mendeley.com/catalogue/331c9c2b-3679-3599-9ef3-f0311c2c37ff/

U2 - 10.21638/spbu01.2023.206

DO - 10.21638/spbu01.2023.206

M3 - статья

VL - 10

SP - 249

EP - 259

JO - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

JF - ВЕСТНИК САНКТ-ПЕТЕРБУРГСКОГО УНИВЕРСИТЕТА. МАТЕМАТИКА. МЕХАНИКА. АСТРОНОМИЯ

SN - 1025-3106

IS - 2

ER -