Standard

On the Asymptotic Power of the “Energy” Test for the Equality of Two Distributions. / Melas, V.B.; Salnikov, D.I.

в: Vestnik St. Petersburg University: Mathematics, Том 57, № 3, 01.09.2024, стр. 322-330.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Melas, VB & Salnikov, DI 2024, 'On the Asymptotic Power of the “Energy” Test for the Equality of Two Distributions', Vestnik St. Petersburg University: Mathematics, Том. 57, № 3, стр. 322-330. https://doi.org/10.1134/s106345412470016x

APA

Melas, V. B., & Salnikov, D. I. (2024). On the Asymptotic Power of the “Energy” Test for the Equality of Two Distributions. Vestnik St. Petersburg University: Mathematics, 57(3), 322-330. https://doi.org/10.1134/s106345412470016x

Vancouver

Melas VB, Salnikov DI. On the Asymptotic Power of the “Energy” Test for the Equality of Two Distributions. Vestnik St. Petersburg University: Mathematics. 2024 Сент. 1;57(3):322-330. https://doi.org/10.1134/s106345412470016x

Author

Melas, V.B. ; Salnikov, D.I. / On the Asymptotic Power of the “Energy” Test for the Equality of Two Distributions. в: Vestnik St. Petersburg University: Mathematics. 2024 ; Том 57, № 3. стр. 322-330.

BibTeX

@article{2846e43e3ddc436dad1723dbe6565e09,
title = "On the Asymptotic Power of the “Energy” Test for the Equality of Two Distributions",
abstract = "Abstract: In this study, the asymptotic distribution and the formula for the asymptotic power are found for the “energy” test of the hypotheses on the equality of two distributions in the case of alternative distributions that differ from the zero distribution by the shift parameter and/or the scale parameter. This criterion is an alternative to the well-known Mann—Whitney U test and, as distinct from the latter, allows distributions that differ in terms of the scale parameter to be compared. The efficiency of the results obtained is demonstrated by stochastic simulation for the normal and Cauchy distributions. {\textcopyright} Pleiades Publishing, Ltd. 2024. ISSN 1063-4541, Vestnik St. Petersburg University, Mathematics, 2024, Vol. 57, No. 3, pp. 322–330. Pleiades Publishing, Ltd., 2024. Russian Text The Author(s), 2024, published in Vestnik Sankt-Peterburgskogo Universiteta: Matematika, Mekhanika, Astronomiya, 2024, Vol. 11, No. 3, pp. 477–488.",
keywords = "asymptotic power of a criterion, Cauchy distribution, normal distribution, verifying the hypothesis of the equality of two distributions, “energy” test",
author = "V.B. Melas and D.I. Salnikov",
note = "Export Date: 21 October 2024 Адрес для корреспонденции: Melas, V.B.; St. Petersburg State UniversityRussian Federation; эл. почта: vbmelas@yandex.ru Адрес для корреспонденции: Salnikov, D.I.; St. Petersburg State UniversityRussian Federation; эл. почта: mejibkop.ru@gmail.com",
year = "2024",
month = sep,
day = "1",
doi = "10.1134/s106345412470016x",
language = "Английский",
volume = "57",
pages = "322--330",
journal = "Vestnik St. Petersburg University: Mathematics",
issn = "1063-4541",
publisher = "Pleiades Publishing",
number = "3",

}

RIS

TY - JOUR

T1 - On the Asymptotic Power of the “Energy” Test for the Equality of Two Distributions

AU - Melas, V.B.

AU - Salnikov, D.I.

N1 - Export Date: 21 October 2024 Адрес для корреспонденции: Melas, V.B.; St. Petersburg State UniversityRussian Federation; эл. почта: vbmelas@yandex.ru Адрес для корреспонденции: Salnikov, D.I.; St. Petersburg State UniversityRussian Federation; эл. почта: mejibkop.ru@gmail.com

PY - 2024/9/1

Y1 - 2024/9/1

N2 - Abstract: In this study, the asymptotic distribution and the formula for the asymptotic power are found for the “energy” test of the hypotheses on the equality of two distributions in the case of alternative distributions that differ from the zero distribution by the shift parameter and/or the scale parameter. This criterion is an alternative to the well-known Mann—Whitney U test and, as distinct from the latter, allows distributions that differ in terms of the scale parameter to be compared. The efficiency of the results obtained is demonstrated by stochastic simulation for the normal and Cauchy distributions. © Pleiades Publishing, Ltd. 2024. ISSN 1063-4541, Vestnik St. Petersburg University, Mathematics, 2024, Vol. 57, No. 3, pp. 322–330. Pleiades Publishing, Ltd., 2024. Russian Text The Author(s), 2024, published in Vestnik Sankt-Peterburgskogo Universiteta: Matematika, Mekhanika, Astronomiya, 2024, Vol. 11, No. 3, pp. 477–488.

AB - Abstract: In this study, the asymptotic distribution and the formula for the asymptotic power are found for the “energy” test of the hypotheses on the equality of two distributions in the case of alternative distributions that differ from the zero distribution by the shift parameter and/or the scale parameter. This criterion is an alternative to the well-known Mann—Whitney U test and, as distinct from the latter, allows distributions that differ in terms of the scale parameter to be compared. The efficiency of the results obtained is demonstrated by stochastic simulation for the normal and Cauchy distributions. © Pleiades Publishing, Ltd. 2024. ISSN 1063-4541, Vestnik St. Petersburg University, Mathematics, 2024, Vol. 57, No. 3, pp. 322–330. Pleiades Publishing, Ltd., 2024. Russian Text The Author(s), 2024, published in Vestnik Sankt-Peterburgskogo Universiteta: Matematika, Mekhanika, Astronomiya, 2024, Vol. 11, No. 3, pp. 477–488.

KW - asymptotic power of a criterion

KW - Cauchy distribution

KW - normal distribution

KW - verifying the hypothesis of the equality of two distributions

KW - “energy” test

U2 - 10.1134/s106345412470016x

DO - 10.1134/s106345412470016x

M3 - статья

VL - 57

SP - 322

EP - 330

JO - Vestnik St. Petersburg University: Mathematics

JF - Vestnik St. Petersburg University: Mathematics

SN - 1063-4541

IS - 3

ER -

ID: 126219818