A class of asymptotically distribution-free test procedures for equality of marginals under multivariate dependence

A class of asymptotically distribution-free test procedures for equality of marginals under multivariate dependence

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Article ID: iaor1997778
Country: United States
Volume: 15
Issue: 3/4
Start Page Number: 375
End Page Number: 394
Publication Date: Jul 1995
Journal: American Journal of Mathematical and Management Sciences
Authors:
Abstract:

Let (Xi,Yi), i=1,...,n be a random sample from an unknown continuous bivariate distribution H(x,y) with marginals F(x) and G(y). The paper wishes to test the null hypothesis that F=G. Asymptotic normality of the class of test statistics considered by Govandarajulu is established which enables us to construct asymptotically distribution-free tests for equality of marginals. These results are extended to the c-variate case and the case when the sample size n is random.

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