Rank Test of Location Optimal for Hyperbolic Secant Distribution
Author:
O. Y. Kravchuk a
| Affiliation: | a School of Physical Sciences, University of Queensland, Queensland, Australia |
DOI:
10.1081/STA-200063236
Publication Frequency:
20 issues per year
Published in:
Communications in Statistics - Theory and Methods,
Volume
34,
Issue
7
July
2005
, pages 1617
- 1630
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Abstract
There are at least two reasons for a symmetric, unimodal, diffuse tailed hyperbolic secant distribution to be interesting in real-life applications. It displays one of the common types of non normality in natural data and is closely related to the logistic and Cauchy distributions that often arise in practice. To test the difference in location between two hyperbolic secant distributions, we develop a simple linear rank test with trigonometric scores. We investigate the small-sample and asymptotic properties of the test statistic and provide tables of the exact null distribution for small sample sizes. We compare the test to the Wilcoxon two-sample test and show that, although the asymptotic powers of the tests are comparable, the present test has certain practical advantages over the Wilcoxon test.
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| Keywords: Cauchy distribution; Hyperbolic secant distribution; Logistic distribution; Two-sample rank test; van der Waerden test; Wilcoxon test |
| Mathematics Subject Classification: 62G10; 62G32 |
| view references (22) : view citations |

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