An-Najah University Journal for Research - A (Natural Sciences)

Two-Sample Multivariate Test of Homogeneity
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Article info

2000-11-13
2003-03-04
2003-03-04
25 - 33

Keywords

Abstract

Given independent multivariate random samples X1, X2,.... , and Y1, Y2,..... , from distributions F and G, a test is desired for Ho: F = G 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 proposed Sk as a test statistic, but did not indicate how to determine k. BARAKAT, QUADE, and SALAMA proposed a test statistic, which is equivalent to a sum of N Wilkoxon rank sums. The limiting distribution of the test has not been found yet. We suggest as a test statistic Tm = S Sh(m,j)و Where h (m,j) = I{jth nearest neighbor of the median m is a y}. The limiting distribution of Tm is normal. A simulation with multivariate normal data suggests that our test is generally more powerful than Schilling’s test using k = 1, 2 or 3.

Recommended Citation

Barakat, A. S. (2003). Two-Sample Multivariate Test of Homogeneity. An-Najah University Journal for Research - A (Natural Sciences), 17(1), 25–33. https://doi.org/10.35552/anujr.a.17.1.650
[1]A. S. Barakat, “Two-Sample Multivariate Test of Homogeneity,” An-Najah University Journal for Research - A (Natural Sciences), vol. 17, no. 1, pp. 25–33, Mar. 2003, doi: 10.35552/anujr.a.17.1.650.
Barakat, Ali S. “Two-Sample Multivariate Test of Homogeneity.” An-Najah University Journal for Research - A (Natural Sciences), vol. 17, no. 1, Mar. 2003, pp. 25–33. Crossref, https://doi.org/10.35552/anujr.a.17.1.650.
1.Barakat AS. Two-Sample Multivariate Test of Homogeneity. An-Najah University Journal for Research - A (Natural Sciences) [Internet]. 2003 Mar;17(1):25–33. Available from: http://dx.doi.org/10.35552/anujr.a.17.1.650
Barakat, Ali S. “Two-Sample Multivariate Test of Homogeneity.” An-Najah University Journal for Research - A (Natural Sciences) 17, no. 1 (March 2003): 25–33. https://doi.org/10.35552/anujr.a.17.1.650.

اختبار متعدد الأبعاد للتجانس
المؤلفون:

معلومات المقال

2000-11-13
2003-03-04
2003-03-04
25 - 33

الكلمات الإفتتاحية

الملخص

لقد قدم Schilling اختبارا للتجانس باستخدام المسافة بين نقطة البداية والنقاط القريبة منها وكان عدد هذه النقاط محدودا. تم تقديم اختبار آخر من قبل بركات وقويد وسلامه آخذين بعين الاعتبار موقع النقطة القريبة واستخدام كل النقاط القريبة وليس عددا محدودا منها ولكن هذا الاختبار لم يعرف توزيعه حتى الآن. في هذا البحث نقترح اختبارا للتجانس وذلك بدءا بالنقطة التي تمثل الوسيط ومن ثم النقاط القريبة منها مرتبة حسب المسافة والأخذ بعين الاعتبار موقع النقطة ولقد تم إثبات أن توزيع هذا الاختبار هو التوزيع الطبيعي، ويتميز كذلك بأنه أقوى من اختبار Shchilling.

Recommended Citation

Barakat, A. S. (2003). Two-Sample Multivariate Test of Homogeneity. An-Najah University Journal for Research - A (Natural Sciences), 17(1), 25–33. https://doi.org/10.35552/anujr.a.17.1.650
[1]A. S. Barakat, “Two-Sample Multivariate Test of Homogeneity,” An-Najah University Journal for Research - A (Natural Sciences), vol. 17, no. 1, pp. 25–33, Mar. 2003, doi: 10.35552/anujr.a.17.1.650.
Barakat, Ali S. “Two-Sample Multivariate Test of Homogeneity.” An-Najah University Journal for Research - A (Natural Sciences), vol. 17, no. 1, Mar. 2003, pp. 25–33. Crossref, https://doi.org/10.35552/anujr.a.17.1.650.
1.Barakat AS. Two-Sample Multivariate Test of Homogeneity. An-Najah University Journal for Research - A (Natural Sciences) [Internet]. 2003 Mar;17(1):25–33. Available from: http://dx.doi.org/10.35552/anujr.a.17.1.650
Barakat, Ali S. “Two-Sample Multivariate Test of Homogeneity.” An-Najah University Journal for Research - A (Natural Sciences) 17, no. 1 (March 2003): 25–33. https://doi.org/10.35552/anujr.a.17.1.650.

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