The modified Mood test for the scale alternative and its numerical comparisons
- Authors
- Murakami, Hidetoshi; Ha, Hyung-Tae
- Issue Date
- Dec-2015
- Publisher
- KOREAN STATISTICAL SOC
- Keywords
- Approximation; Critical values; Asymptotic efficiency; Modified Mood test; Power comparison
- Citation
- JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.44, no.4, pp.592 - 605
- Journal Title
- JOURNAL OF THE KOREAN STATISTICAL SOCIETY
- Volume
- 44
- Number
- 4
- Start Page
- 592
- End Page
- 605
- URI
- https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/9880
- DOI
- 10.1016/j.jkss.2015.03.005
- ISSN
- 1226-3192
- Abstract
- On statistical hypotheses testing in two-sample problems, the Mood test is popular as one of the most efficient nonparametric tests for dispersion differences. In this paper, we show that a modification of the Mood test proposed by Tamura (1963) can gain even more efficiency and power under various distributional assumptions. The accuracy of the proposed approximations to the tail probabilities and critical values of the modified Mood test, namely M-p, were investigated. Our results showed that the Edgeworth expansion was more accurate than the other approximations. Asymptotic efficiencies and the optimal value p of the modified Mood test under various distributional assumptions were examined, with the results revealing that the large (small) value of p was useful for light (heavy) tail distributions. Additionally, the power of the modified Mood test for the one-sided alternative with various population distributions for small sample sizes was investigated via Monte Carlo simulations. Finally, the proposed method was demonstrated using real data. (C) 2015 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
- Files in This Item
- There are no files associated with this item.
- Appears in
Collections - 사회과학대학 > 응용통계학과 > 1. Journal Articles
![qrcode](https://api.qrserver.com/v1/create-qr-code/?size=55x55&data=https://scholarworks.bwise.kr/gachon/handle/2020.sw.gachon/9880)
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.