AN EXTENSION OF THE ANDERSON-DARLING k-SAMPLE TEST TO ARBITRARY SAMPLE SPACE PARTITION SIZES

摘要

In this paper we first show that the k-sample Anderson-Darling test is basically an average of Pearson statistics in 2 x k contingency tables that are induced by observation-based partitions of the sample space. As an extension, we construct a family of rank test statistics, indexed by c ∈ N, which is based on similarly constructed c x k partitions. An extensive simulation study, in which we compare the new test with others, suggests that generally very high powers are obtained with the new tests. Finally we propose a decomposition of the test statistic in interpretable components.