Comparison of Some Two-Sample Location Tests for Non-Normal Alternatives
非正态备择下若干两样本位置检验的比较
Summary Small to moderate sample size performance of the two-sample χ2, Kolmogorov–Smirnov, Wilcoxon and F-tests of location is investigated in a class of non-normal distributions through Monte Carlo sampling. The class of distributions is that of mixtures of two normal distributions with different means and/or variances. The cases of mixtures considered represent part of the regions for types I, II, IV, VI and VII of the Pearson system of continuous distributions. The…