Published

2008-01-01

TEST DE HIPÓTESIS PARA CONTRASTAR LA IGUALDAD ENTRE K-POBLACIONES

HYPOTHESIS TEST TO COMPARE THE EQUALITY AMONG K-POPULATIONS

Keywords:

Estimación kernel, medida L1, selección del parámetro ventana, bootstrap (es)
Kernel density estimation, L1 Measure, Bandwidth selection, Bootstrap (en)

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Authors

  • Pablo Martínez-Camblor Agrocampus Ouest
Este trabajo estudia las ventajas y limitaciones de un test para contrastar la igualdad de las distribuciones de origen de k-muestras independientes. El estadístico propuesto, denominado LGk, está basado en una medida que generaliza la norma L1 entre funciones de densidad y que permite comparar simultáneamente k densidades. Desde esta medida y a partir de la estimación kernel, se desarrolla un test para contrastes de igualdad entre k poblaciones independientes (LGk). A partir de un “amplio” estudio de simulación, se estudia la potencia del test propuesto y se compara con algunos de los test no paramétricos ya existentes, considerando ocho estadísticos diferentes. También se analiza el tema de la elección del tamaño del parámetro ventana y se realizan algunas propuestas relativas a este problema.
In this paper we study a test to contrast the equality among the origen distributions of k-independent samples. The proposed statistic, denoted as LGk, is based in a measure which generalizes the L1-norm among density functions and it allows us to compare k-different densities. From this measure and the kernel density estimation, a k-sample test for independent populations is developed. We make a wide simulation study for the proposed test and we compare its power with other nonparametric k-sample test, by considering a total of eight different statistics. We also analyze the topic of the bandwidth selection and make the same proposals about this problem.

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Copyright (c) 2008 Revista Colombiana de Estadística

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