Sankhya: The Indian Journal of Statistics
1995, Volume 57, Series B, Pt. 3, pp. 353--364
ON DISPARITY BASED ROBUST TESTS FOR TWO DISCRETE POPULATIONS
SAHADEB SARKAR, Oklahama State University
AYANENDRANATH BASU, University of Texas at Austin
SUMMARY. For discrete two sample problems disparity tests based on minimum disparity estimation (Lindsay 1994) are considered. The likelihood ratio test can be obtained as a disparity test by using the likelihood disparity. It is shown that the asymptotic distribution of the disparity tests under composite null hypotheses is chi-square. In general, several disparity tests are more robust against outliers than the likelihood ratio test. A Monte Carlo study illustrates these points in Poisson populations for the Hellinger distance test.
AMS (1991) subject classification. Primary 62F03, 62F35; Secondary 62F05.
Key words and phrases. Blended weight Hellinger distance, disparty tests, Helliner distance, likelihood ratio test, minimum disparity estimation, Poisson distribution, outliers, robustness.
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