The Annals of Statistics

Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry

Hira Lal Koul and R. G. Staudte, Jr.

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Abstract

Lower and upper bounds on the power of a Smirnov test for symmetry $H_0: \bar{F} = F$ versus $H_1: \bar{F} \geqq F, \sup_x\lbrack\bar{F}(x) - F(x)\rbrack = \Delta > 0$ are obtained exactly or estimated for selected values of sample size $N$, level $\alpha$, and asymmetry $\Delta$. Furthermore the asymptotic power of the test as $N^{\frac{1}{2}}\Delta_N \rightarrow c$ is shown to be bounded by $\Phi(c - k_\alpha)$ and 1 if $c \geqq k_\alpha$ and by $\alpha$ and $2\Phi(c - k_\alpha)$ if $c < k_\alpha$, where $k_\alpha$ is the critical point. These bounds compare favorably in some respects with those of the Wilcoxon and other monotone rank tests studied in "Power bounds and asymptotic minimax results for one-sample rank tests," Ann. Math. Statist. 42 12-35.

Article information

Source
Ann. Statist., Volume 4, Number 5 (1976), 924-935.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343589

Digital Object Identifier
doi:10.1214/aos/1176343589

Mathematical Reviews number (MathSciNet)
MR471170

Zentralblatt MATH identifier
0339.62023

JSTOR
links.jstor.org

Subjects
Primary: 62G10: Hypothesis testing

Keywords
Smirnov statistics monotone rank tests power bounds

Citation

Koul, Hira Lal; Staudte, R. G. Power Bounds for a Smirnov Statistic in Testing the Hypothesis of Symmetry. Ann. Statist. 4 (1976), no. 5, 924--935. doi:10.1214/aos/1176343589. https://projecteuclid.org/euclid.aos/1176343589


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