6533b853fe1ef96bd12acdda
RESEARCH PRODUCT
Two‐sample problems in statistical data modelling
Janis ValeinisEdmunds CersJuris Cielenssubject
simultaneous bandsMathematical statisticstwo‐sample problemt‐testempirical likelihoodData modelingquantile‐quantile plotEmpirical likelihoodDistribution functionprobability‐probability plotModeling and SimulationStatisticsQA1-939Point (geometry)Two sampleQ–Q plotAnalysisMathematicsStatistical hypothesis testingMathematicsdescription
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 (P — P) or quantile‐quantile (Q — Q) 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 Q — Q and P — P plots with simultaneous confidence bands have been plotted using the smoothed empirical likelihood and smoothed bootstrap methods. First published online: 09 Jun 2011
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2010-02-15 | Mathematical Modelling and Analysis |