A new class of robust two-sample Wald-type tests

Research paper by Abhik Ghosh, Nirian Martin, Ayanendranath Basu, Leandro Pardo

Indexed on: 15 Feb '17Published on: 15 Feb '17Published in: arXiv - Statistics - Methodology


Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for testing such two sample problems using the minimum density power divergence estimators of the underlying parameters. In particular, we consider the simple two-sample hypothesis concerning the full parametric homogeneity of the samples as well as the general two-sample (composite) hypotheses involving nuisance parameters also. The asymptotic and theoretical robustness properties of the proposed Wald-type tests have been developed for both the simple and general composite hypotheses. Some particular cases of testing against one-sided alternatives are discussed with specific attention to testing the effectiveness of a treatment in clinical trials. Performances of the proposed tests have also been illustrated numerically through appropriate real data examples.