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A New Class of Robust Two-Sample Wald-Type Tests
Abhik Ghosh1, Nirian Martin2, Ayanendranath Basu1
1Kolkata Interdisciplinary Statistical Research Unit 203, Indian Statistical Institute, B. T. Road, Kolkata - 700108, India.
Abstract:
Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for testing such two sample problems using the minimum density power divergence estimators of the underlying parameters. In particular, we consider the simple two-sample hypothesis concerning the full parametric homogeneity as well as the general two-sample (composite) hypotheses involving some nuisance parameters. The asymptotic and theoretical robustness properties of the proposed Wald-type tests have been developed for both the simple and general composite hypotheses. Some particular cases of testing against one-sided alternatives are discussed with specific attention to testing the effectiveness of a treatment in clinical trials. Performances of the proposed tests have also been illustrated numerically through appropriate real data examples.
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