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On Asymptotic Power of the New Test for Equality of Two Distributions. / Melas, Viatcheslav; Salnikov, Dmitrii.

Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions. ред. / Albert N. Shiryaev; Konstantin E. Samouylov; Dmitry V. Kozyrev. Springer Nature, 2021. стр. 204-214 (Springer Proceedings in Mathematics and Statistics; Том 371).

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Harvard

Melas, V & Salnikov, D 2021, On Asymptotic Power of the New Test for Equality of Two Distributions. в AN Shiryaev, KE Samouylov & DV Kozyrev (ред.), Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions. Springer Proceedings in Mathematics and Statistics, Том. 371, Springer Nature, стр. 204-214, 5th International Conference on Stochastic Methods, ICSM-5 2020, Moscow, Российская Федерация, 23/11/20. https://doi.org/10.1007/978-3-030-83266-7_15

APA

Melas, V., & Salnikov, D. (2021). On Asymptotic Power of the New Test for Equality of Two Distributions. в A. N. Shiryaev, K. E. Samouylov, & D. V. Kozyrev (Ред.), Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions (стр. 204-214). (Springer Proceedings in Mathematics and Statistics; Том 371). Springer Nature. https://doi.org/10.1007/978-3-030-83266-7_15

Vancouver

Melas V, Salnikov D. On Asymptotic Power of the New Test for Equality of Two Distributions. в Shiryaev AN, Samouylov KE, Kozyrev DV, Редакторы, Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions. Springer Nature. 2021. стр. 204-214. (Springer Proceedings in Mathematics and Statistics). https://doi.org/10.1007/978-3-030-83266-7_15

Author

Melas, Viatcheslav ; Salnikov, Dmitrii. / On Asymptotic Power of the New Test for Equality of Two Distributions. Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions. Редактор / Albert N. Shiryaev ; Konstantin E. Samouylov ; Dmitry V. Kozyrev. Springer Nature, 2021. стр. 204-214 (Springer Proceedings in Mathematics and Statistics).

BibTeX

@inproceedings{5a4a5d8c124c4aee9f54b2a8d228956d,
title = "On Asymptotic Power of the New Test for Equality of Two Distributions",
abstract = "The paper introduces a new test for equality of two distributions in a class of models. We proved analytically and by stochastic simulation that the test possesses high efficiency. For the case of normal and Cauchy distributions that differ only by shift the asymptotic power of the test appears to be approximately the same as for the Wilcoxon-Mann-Whitney, the Kolmogorov-Smirnov and the Anderson-Darling tests. But if the distributions differ by scale parameters the power of the new test is considerably better.",
keywords = "Asymptotic power, Cauchy distribution, Normal distribution, Test for equality of two distributions",
author = "Viatcheslav Melas and Dmitrii Salnikov",
note = "Melas V., Salnikov D. (2021) On Asymptotic Power of the New Test for Equality of Two Distributions. In: Shiryaev A.N., Samouylov K.E., Kozyrev D.V. (eds) Recent Developments in Stochastic Methods and Applications. ICSM-5 2020. Springer Proceedings in Mathematics & Statistics, vol 371. Springer, Cham. https://doi.org/10.1007/978-3-030-83266-7_15; 5th International Conference on Stochastic Methods, ICSM-5 2020 ; Conference date: 23-11-2020 Through 27-11-2020",
year = "2021",
doi = "10.1007/978-3-030-83266-7_15",
language = "English",
isbn = "9783030832650",
series = "Springer Proceedings in Mathematics and Statistics",
publisher = "Springer Nature",
pages = "204--214",
editor = "Shiryaev, {Albert N.} and Samouylov, {Konstantin E.} and Kozyrev, {Dmitry V.}",
booktitle = "Recent Developments in Stochastic Methods and Applications",
address = "Germany",

}

RIS

TY - GEN

T1 - On Asymptotic Power of the New Test for Equality of Two Distributions

AU - Melas, Viatcheslav

AU - Salnikov, Dmitrii

N1 - Melas V., Salnikov D. (2021) On Asymptotic Power of the New Test for Equality of Two Distributions. In: Shiryaev A.N., Samouylov K.E., Kozyrev D.V. (eds) Recent Developments in Stochastic Methods and Applications. ICSM-5 2020. Springer Proceedings in Mathematics & Statistics, vol 371. Springer, Cham. https://doi.org/10.1007/978-3-030-83266-7_15

PY - 2021

Y1 - 2021

N2 - The paper introduces a new test for equality of two distributions in a class of models. We proved analytically and by stochastic simulation that the test possesses high efficiency. For the case of normal and Cauchy distributions that differ only by shift the asymptotic power of the test appears to be approximately the same as for the Wilcoxon-Mann-Whitney, the Kolmogorov-Smirnov and the Anderson-Darling tests. But if the distributions differ by scale parameters the power of the new test is considerably better.

AB - The paper introduces a new test for equality of two distributions in a class of models. We proved analytically and by stochastic simulation that the test possesses high efficiency. For the case of normal and Cauchy distributions that differ only by shift the asymptotic power of the test appears to be approximately the same as for the Wilcoxon-Mann-Whitney, the Kolmogorov-Smirnov and the Anderson-Darling tests. But if the distributions differ by scale parameters the power of the new test is considerably better.

KW - Asymptotic power

KW - Cauchy distribution

KW - Normal distribution

KW - Test for equality of two distributions

UR - http://www.scopus.com/inward/record.url?scp=85113716457&partnerID=8YFLogxK

UR - https://www.mendeley.com/catalogue/fa1292ba-b1cf-3bc1-8e46-6140309e0d99/

U2 - 10.1007/978-3-030-83266-7_15

DO - 10.1007/978-3-030-83266-7_15

M3 - Conference contribution

AN - SCOPUS:85113716457

SN - 9783030832650

T3 - Springer Proceedings in Mathematics and Statistics

SP - 204

EP - 214

BT - Recent Developments in Stochastic Methods and Applications

A2 - Shiryaev, Albert N.

A2 - Samouylov, Konstantin E.

A2 - Kozyrev, Dmitry V.

PB - Springer Nature

T2 - 5th International Conference on Stochastic Methods, ICSM-5 2020

Y2 - 23 November 2020 through 27 November 2020

ER -

ID: 86498449