On one test of homogeneity


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A new test is proposed for the problem of testing the equality of expectations of two samples. The test is based on recently obtained characterizations of homogeneity and can be realized in two variants. A comparison of the proposed test with other tests for homogeneity is made by Monte Carlo simulation. For a number of alternatives the test has higher empirical power than competitors.

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V. Ushakov

Faculty of Computational Mathematics and Cybernetics; Institute of Informatics Problems, Federal Research Center “Computer Science and Control,”

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Email: vgushakov@mail.ru
俄罗斯联邦, Moscow, 119991; ul. Vavilova 44, korp. 2, Moscow, 119333

N. Ushakov

Institute of Microelectronics Technology and High Purity Materials; Norwegian Science and Technology University

Email: vgushakov@mail.ru
俄罗斯联邦, ul. Akademika Osip’yana 6, Chernogolovka, Moscow oblast, 142432; Trondheim

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