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A statistical software procedure for exact parametric and nonparametric likelihood-ratio tests for two-sample comparisons

  • SUNY Buffalo

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

Two-sample comparisons belonging to basic class of statistical inference are extensively applied in practice. There is a rich statistical literature regarding different parametric methods to address these problems. In this context, most of the powerful techniques are assumed to be based on normally distributed populations. In practice, the alternative distributions of compared samples are commonly unknown. In this case, one can propose a combined test based on the following decision rules: (a) the likelihood-ratio test (LRT) for equality of two normal populations and (b) the Shapiro–Wilk (S-W) test for normality. The rules (a) and (b) can be merged by, e.g., using the Bonferroni correction technique to offer the correct comparison of the samples distribution. Alternatively, we propose the exact density-based empirical likelihood (DBEL) ratio test. We develop the tsc package as the first R package available to perform the two-sample comparisons using the exact test procedures: the LRT; the LRT combined with the S-W test; as well as the newly developed DBEL ratio test. We demonstrate Monte Carlo (MC) results and a real data example to show an efficiency and excellent applicability of the developed procedure.

Original languageEnglish
Pages (from-to)2829-2841
Number of pages13
JournalCommunications in Statistics Part B: Simulation and Computation
Volume46
Issue number4
DOIs
StatePublished - Apr 21 2017

Keywords

  • Empirical likelihood
  • Exact tests
  • Nonparametric tests
  • p-Value computation
  • Parametric tests
  • R code
  • Two-sample comparisons

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