Testing for equality between two transformations of random variables

Details Testing for equality between two transformations of random variables Testing for equality between two transformations of random variables

2011-10-31

arxiv.org/abs/1110.6896v1

Statistics

Methodology

15 pages

Scientific paper

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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