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arXiv · 1110.6896

Testing for equality between two transformations of random variables

Mohamed Boutahar·Denys Pommeret
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Abstract

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions. Second, they are unknown but observed before contaminations. We propose a nonparametric test statistic based on empirical cumulative distribution functions. Monte Carlo studies are performed to analyze the level and the power of the test. An illustration is presented through a real data set.

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Mohamed Boutahar, Denys Pommeret. 2011-10-31. Testing for equality between two transformations of random variables. https://arxiv.org/abs/1110.6896

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