Multivariate Homogeneity Testing Using an Extended Concept of Nearest Neighbors
نوع المنشور
بحث أصيل
المؤلفون
  • Ali S. Barakat
  • Dana Quade
  • Ibrahim A. Salama

Given independent multivariate random samples {Xij: j = 1, …, ni} from Fi, for i = 1,2, a test is desired for H0: F1 = F2 against general alternatives. Consider the k · (n1 + n2) possible ways of choosing one observation from the combined samples and then one of its k nearest neighbors, and let Sk be the proportion of these choices in which the point and neighbor are in the same sample. Schilling (1986) proposed Sk as a test statistic, but did not indicate how to determine k. We suggest as test statistic W = N Σ kSk, which we show is equivalent to a sum of N Wilcoxon rank sums, and also to a sum of two two-sample U-statistics of degrees (1, 2) and (2, 1). Simulation with multivariate normal data suggests that our test is generally more powerful than Schilling's test using k = 1, 2, or 3. We illustrate its use with Fisher's iris data.

المجلة
العنوان
Biometrical Journal Volume 38, Issue 5, pages 605–612, 1996
الناشر
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بلد الناشر
فلسطين
نوع المنشور
Both (Printed and Online)
المجلد
--
السنة
1996
الصفحات
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