
Accession Number : AD0691801
Title : DECISIONTHEORETIC EVALUATION OF SOME NONPARAMETRIC METHODS.
Descriptive Note : Technical rept.,
Corporate Author : PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
Personal Author(s) : Rubin,Herman
Report Date : JUL 1969
Pagination or Media Count : 10
Abstract : The KolmogorovSmirnov test is compared to the median for onesided and twosided alternatives. In the twosided case, although the asymptotic Bayes risk efficiency is the same for symmetric unimodal distributions, the relative efficiency approaches one slowly. In the onesided case, the efficiency depends heavily on the test. For uniform alternatives, the KS test is much better than the median, and the test based on the difference of the positive and negative deviations is still better. This latter test appears to have good properties even when the onesided KS test does not. (Author)
Descriptors : (*STATISTICAL TESTS, EFFICIENCY), PROBABILITY, DECISION THEORY, SAMPLING, EXPONENTIAL FUNCTIONS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE