Depth based permutation test for general differences in two multivariate populations

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Journal of Modern Applied Statistical Methods, ISSN: 1538-9472, Vol: 3, Issue: 1, Page: 49-53

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Gao, Yonghong
Wayne State University Library System
Mathematics; Decision Sciences; Depth; Monte Carlo; permutation test; spatial rank; Applied Statistics; Social and Behavioral Sciences; Statistical Theory
article description
For two p-dimensional data sets, interest exists in testing if they come from the common population distribution. Proposed is a practical, effective and easy to implement procedure for the testing problem. The proposed procedure is a permutation test based on the concept of the depth of one observation relative to some population distribution. The proposed test is demonstrated to be consistent. A small Monte Carlo simulation was conducted to evaluate the power of the proposed test. The proposed test is applied to some numerical examples. Copyright © 2004 JMASM, Inc.