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Sequential-type nonparametric test using Mann-Whitney statistics. (English) Zbl 0939.62084

Summary: The paper provides a nonparametric test for the identity of two continuous univariate distribution functions when observations are drawn in pairs from the populations, by adopting a sampling scheme which, using Mann-Whitney scores, generalizes the existing inverse binomial sampling technique. Some exact performance characteristics of the proposed test are formulated and compared numerically with existing competitors of the proposed test. The applicability of the proposed test is illustrated using real-life data.

MSC:

62L10 Sequential statistical analysis
62G10 Nonparametric hypothesis testing
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