An application of Hellinger distance: Hypothesis testing for two continuous populations

摘要

Our interest is in the problem where independent samples are drawn from two different Continuous populations, possibly with a common parameter. The goal is to test hypothesis about the parameters involved in these two samples. Test statistics are developed for the above purpose based on the Hellinger distance. The asymptotic distributions of the test statistics are derived. Necessary simulation data for demonstrating the conclusion which is derived in this paper is provided.