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 92
  • Downloads 0

How To Cite

J. Valeinis, E. Cers (2010). Two-Sample Problems in Statistical Data Modelling. Mathematical Modelling and Analysis, 15(1), 137-151. https://europub.co.uk/articles/-A-83446