Suppose that the hypothesis H 0 concerns the independence of two random variables X and Y .

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Suppose that the hypothesis H0 concerns the independence of two random variables X and Y . That is, we wish to test H0 : F(x, y) = F1(x)F2(y), where F, F1, and F2 are the respective joint and marginal distribution functions of the continuous type, against all alternatives. Let (X1, Y1), (X2, Y2), . . . , (Xn, Yn) be a random sample from the joint distribution. Under H0, the order statistics of X1,X2, . . .,Xn and the order statistics of Y1, Y2, . . . , Yn are, respectively, complete sufficient statistics for F1 and F2. Use rS, rqc, and rN to create an adaptive distribution-free test of H0.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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