In this paper, a new statistics for testing two samples coming from the same population is derived from a simple linear model with an artificial parameter. Its limit distribution is a chi-squared distribution with 2 d...In this paper, a new statistics for testing two samples coming from the same population is derived from a simple linear model with an artificial parameter. Its limit distribution is a chi-squared distribution with 2 degrees of freedom under null hypothesis and the limit distribution is a noncentral chi-squared distribution with 2 degrees of freedom under certain sequence of alternative hypothesis. Finally, we make power comparison with other tests on two samples, especially, with Smirnov statistics.展开更多
基金This project is supported by Beijing Natural Science Foundation by Chinese Natural ScienceFoundation.
文摘In this paper, a new statistics for testing two samples coming from the same population is derived from a simple linear model with an artificial parameter. Its limit distribution is a chi-squared distribution with 2 degrees of freedom under null hypothesis and the limit distribution is a noncentral chi-squared distribution with 2 degrees of freedom under certain sequence of alternative hypothesis. Finally, we make power comparison with other tests on two samples, especially, with Smirnov statistics.