Title: The limiting distribution of a rank test based on the multisample Cucconi test
Authors: Takuya Nishino - Tokyo University of Science (Japan) [presenting]
Hidetoshi Murakami - Tokyo University of Science (Japan)
Abstract: Various test statistics for the two-sample location-scale problem have been proposed. A nonparametric one-way layout analysis of variance plays an important role in biometry. We consider a multisample nonparametric statistic for the location-scale problem. The multisample Cucconi test is suitable for the shifted location-scale parameter. However, the limiting distribution of the multisample Cucconi test has not been derived. We derive the limiting distribution of the multisample Cucconi test. We investigate the convergence of the multisample Cucconi test to the limiting distribution for various cases by simulation studies. We estimate the exact critical value by a permutation method in which includes 1,000,000 replications.