Two-Sample Problems in Statistical Data Modelling
Journal Title: Mathematical Modelling and Analysis - Year 2010, Vol 15, Issue 1
Abstract
A common problem in mathematical statistics is to check whether two samples differ from each other. From modelling point of view it is possible to make a statistical test for the equality of two means or alternatively two distribution functions. The second approach allows to represent the two-sample test graphically. This can be done by adding simultaneous confidence bands to the probability-probability ([i]P[/i] − [i]P[/i]) or quantile-quantile ([i]Q[/i]−[i]Q[/i]) plots. In this paper we compare empirically the accuracy of the classical two-sample t-test, empirical likelihood method and several bootstrap methods. For a real data example both [i]Q[/i]−[i]Q[/i] and [i]P[/i] − [i]P[/i] plots with simultaneous confidence bands have been plotted using the smoothed empirical likelihood and smoothed bootstrap methods.
Authors and Affiliations
J. Valeinis, E. Cers
Keywords
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- EP ID EP83446
- DOI 10.3846/1392-6292.2010.15.137-15
- Views 94
- Downloads 0
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