Statistics – Applications
Scientific paper
2010-11-10
Annals of Applied Statistics 2010, Vol. 4, No. 2, 1034-1055
Statistics
Applications
Published in at http://dx.doi.org/10.1214/09-AOAS245 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Ins
Scientific paper
10.1214/09-AOAS245
In classical analysis of variance, dispersion is measured by considering squared distances of sample elements from the sample mean. We consider a measure of dispersion for univariate or multivariate response based on all pairwise distances between-sample elements, and derive an analogous distance components (DISCO) decomposition for powers of distance in $(0,2]$. The ANOVA F statistic is obtained when the index (exponent) is 2. For each index in $(0,2)$, this decomposition determines a nonparametric test for the multi-sample hypothesis of equal distributions that is statistically consistent against general alternatives.
Rizzo Maria L.
Székely Gábor J.
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