A randomized Baumgartner statistic for multivariate two-sample testing hypothesis

Abstract

In this paper, multivariate two-sample testing problems were examined based on the Jurečková–Kalina's ranks of distances. The multivariate two-sample rank test based on the modified Baumgartner statistic for the two-sided alternative was proposed. The proposed statistic was a randomized statistic. Simulations were used to investigate the power of the suggested statistic for various population distributions.

Keywords:

• Baumgartner statistic
• multivariate two-sample rank test
• Jurečková–Kalina's ranks
• power comparison

AMS Subject Classification:

• 62G10