Abstract
A class of distribution-free tests based on two matched pairs is considered for testing independence against positive quadrant dependence. The class of tests proposed by Kochar and Gupta (1990) is a member of the proposed class. The performance of the proposed class is evaluated in terms of Pitman asymptotic relative efficiency for Block-Basu (1974) model and Woodworth family of distributions. The small sample performance of few members of the proposed class is also studied by finding empirical powers. Unbiasedness and consistency of the proposed class of tests have been established.
Similar content being viewed by others
References
Block, HW, BASU AP (1974) A conitnuous bivariate extension. Journal Amer. Statist. Assoc.69, 1031–1037
Cochran WG (1941) The distribution of the largest of a set of estimated variances as a fraction of their total. Ann. Eugenics11, 47–52
Doornbos R (1956) Significance of the smallest of a set of estimated normal variances. Statistca Neerlandica10, 17–26
Dunn OJ (1958) Estimation of means of depenoent variables. Ann. Math. Stat.29, 1095–1111
Halperin M (1967) An inequality on a bivariate student's “t” distribution. Journal Amer. Statist. Assoc.62, 603–606
Joe H (1997) Multivariate models and dependence concepts. London: Chapman Hall
John RD, Robinson J (1983) Significance levels and confidence intervals for permutation tests. Journal Stat. Comp and Simul.16, 161–173
Khatri CG (1967) On certain inequalities for normal distributions and their application to simultaneous confidence bounds. Ann. Math, Stat.38, 1853–1867
Kochar SC, Gupta RP (1987) Competitors of the Kendall's tau test for testing independence against positive quadrant dependence. Biometrika74, 664–666
Kochar SC, Gupta RP (1990) Distribution-free tests based on sub-sample extrema for testing against positive quadrant dependenceo. Australian Journal of Statistics32, 45–51
Lehmann EL (1966) Some concepts of dependence. Ann. Math. Statist.37, 1137–1153
Lehmann EL (1951) Consistency and unbesidedness of certain nonparametic tests. Ann. Math. Stat.22, 165–179
Mehra CR, Patel NR (1980) A network algorithm for exact treatment of 2 xk contingency table. Comm. Statist. Simulation and Computation9, 649–664
Morgenstern D (1956) Einfache Beispiele zweidimensionaler Verteilungen. Mitt. Math. Statist.8, 234–253
Nikitin YY (1995) Asymptotic efficiency of nonparametric tests. Cambridge university press, Cambridge
Pagano M, Tritchler D (1983) On obtaining permutation distribution in polynomial time. Journal. Amer. Statist. Assoc.78, 435–440
Pitman EG (1948) Lecture notes on nonparaetic statistical infrence Columbia University
Puri ML, Sen PK (1971) Nonparametric methods in multivariate analysis. New York: Wiley
Robertson T, Wright FT, Dykstra RL (1988) Order restricted statistical inference. Chichester: Wiley
Schriever BF (1987) An ordering for positive dependence. Ann. Statist.15, 1208–1214
Shetty ID, Pandit PV (1996–1997) A distribution-free test for positive quadrant dependence. Journal of the Indian Society for Probability and Statistics 41–52
Shetty ID, Pandit PV (1998) A class of distribution-free tests for testing independence against positive quadrant dependence. Assam Statistical Review12, (1–2): 42–50
Shetty ID, Pandit PV (1998) A Monte-Carlo study of the power of some tests of independence. To appear in Journal of Karnatak University Science42•
Sidak Z (1971) On probabilities of rectangles in multivariate student distributions. Their dependence on corrections. Ann. Math. Stat.42, 169–175
Woodworth CG (1965) On the asymptotic theory of tests of independence based on bivariate layer ranks. Abstract in Ann. Math. Statist.36, 1608
Woodworth CG (1966) On the asymptotic theory of tests of independence based on bivariate layer ranks. Technical report No. 75, Dept. statistics University of Minnesota
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Shetty, I.D., Pandit, P.V. Distribution-free tests for independence against positive quadrant dependence: A generalization. Statistical Methods & Applications 12, 5–17 (2003). https://doi.org/10.1007/BF02511580
Issue Date:
DOI: https://doi.org/10.1007/BF02511580