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Lepage test information


In statistics, the Lepage test is an exact distribution-free test (nonparametric test) for jointly monitoring the location (central tendency) and scale (variability) in two-sample treatment versus control comparisons. It is a rank test for the two-sample location-scale problem. The Lepage test statistic is the squared Euclidean distance of the standardized Wilcoxon rank-sum test for location and the standardized Ansari–Bradley test for scale. The Lepage test was first introduced by Yves Lepage in 1971 in a paper in Biometrika.[1] A large number of Lepage-type tests exists in statistical literature for simultaneously testing location and scale shifts in case-control studies. The details may be found in the book: Nonparametric statistical tests: A computational approach.[2] Wolfgang Kössler[3] in 2006 also introduced various Lepage type tests using some alternative score functions optimal for various distributions. Amitava Mukherjee and Marco Marozzi introduced a class of percentile modified versions of the Lepage test.[4] An alternative to the Lepage-type tests is known as the Cucconi test proposed by Odoardo Cucconi in 1968.[5]

  1. ^ Lepage, Yves (April 1971). "A Combination of Wilcoxon's and Ansari-Bradley's Statistics". Biometrika. 58 (1): 213–217. doi:10.2307/2334333. ISSN 0006-3444. JSTOR 2334333.
  2. ^ Neuhäuser, Markus (2011-12-19). Nonparametric Statistical Tests. Chapman and Hall/CRC. doi:10.1201/b11427. ISBN 9781439867037.
  3. ^ Kössler, W. (Wolfgang) (2006). Asymptotic power and efficiency of lepage-type tests for the treatment of combined location-scale alternatives. Humboldt-Universität zu Berlin. doi:10.18452/2462. hdl:18452/3114. OCLC 243600853.
  4. ^ Mukherjee, Amitava; Marozzi, Marco (2019-08-01). "A class of percentile modified Lepage-type tests". Metrika. 82 (6): 657–689. doi:10.1007/s00184-018-0700-1. ISSN 1435-926X.
  5. ^ Cucconi, Odoardo (1968). "Un Nuovo Test non Parametrico per Il Confronto Fra Due Gruppi di Valori Campionari". Giornale Degli Economisti e Annali di Economia. 27 (3/4): 225–248. JSTOR 23241361.

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