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k-Sample tests based on the likelihood ratio
Authors:Jin Zhang  Yuehua Wu
Affiliation:a Department of Statistics, University of Manitoba, Winnipeg, MB, Canada R3T 2N2
b Department of Mathematics and Statistics, York University, 4700 Keele St., Toronto, Ont., Canada M3J 1P3
Abstract:General k-sample tests are developed, including the classical Kolmogorov-Smirnov, Cramér-von Mises and Anderson-Darling k-sample tests, as well as new powerful omnibus tests based on the likelihood ratio. Conventional tests are sensitive to location difference among distributions, but are dull to detect the variation in shape. The new tests are sensitive to both location and shape. In fact, if the distributions of k-sampled populations are different in location only, the new tests are as powerful as the old ones. Otherwise, they are much more powerful.
Keywords:k-Sample test   Likelihood ratio   Power   Kolmogorov-Smirnov test   Cramé  r-von Mises test   Anderson-Darling test
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