Non-Parametric Tests for the Two-Sample Problem

Performing the hypothesis tests for the two sample problem based on order statistics and power comparisons. Calculate the test statistic, density, distribution function, quantile function, random number generation and others.

tnl.Test

The goal of tnl.Test is to provide functions to perform the hypothesis tests for the two sample problem based on order statistics and power comparisons.

Installation

You can install the released version of tnl.Test from CRAN with:

install.packages("tnl.Test")

Alternatively, you can install the development version on GitHub using the devtools package:

install.packages("devtools") # if you have not installed "devtools" package
devtools::install_github("ihababusaif/tnl.Test")

Details

A non-parametric two-sample test is performed for testing null hypothesis ${H_0:F=G}$ against the alternative hypothesis ${H_1:F\not=G}$. The assumptions of the ${T_n^{(\ell)}}$ test are that both samples should come from a continuous distribution and the samples should have the same sample size.
Missing values are silently omitted from x and y.
Exact and simulated p-values are available for the ${T_n^{(\ell)}}$ test. If exact =“NULL” (the default) the p-value is computed based on exact distribution when the sample size is less than 11. Otherwise, p-value is computed based on a Monte Carlo simulation. If exact =“TRUE”, an exact p-value is computed. If exact=“FALSE”, a Monte Carlo simulation is performed to compute the p-value. It is recommended to calculate the p-value by a Monte Carlo simulation (use exact=“FALSE”), as it takes too long to calculate the exact p-value when the sample size is greater than 10.
The probability mass function (pmf), cumulative density function (cdf) and quantile function of ${T_n^{(\ell)}}$ are also available in this package, and the above-mentioned conditions about exact =“NULL”, exact =“TRUE” and exact=“FALSE” is also valid for these functions.
Exact distribution of ${T_n^{(\ell)}}$ test is also computed under Lehman alternative.
Random number generator of ${T_n^{(\ell)}}$ test statistic are provided under null hypothesis in the library.

Examples

tnl.test function performs a nonparametric test for two sample test on vectors of data.

library(tnl.Test)
require(stats)
 x=rnorm(7,2,0.5)
 y=rnorm(7,0,1)
 tnl.test(x,y,l=2)
#> $statistic
#> [1] 2
#> 
#> $p.value
#> [1] 0.02447552

ptnl gives the distribution function of ${T_n^{(\ell)}}$ against the specified quantiles.

library(tnl.Test)
 ptnl(q=2,n=6,m=9,l=2,exact="NULL")
#> $method
#> [1] "exact"
#> 
#> $cdf
#> [1] 0.01198801

dtnl gives the density of ${T_n^{(\ell)}}$ against the specified quantiles.

library(tnl.Test)
 dtnl(k=3,n=7,m=10,l=2,exact="TRUE")
#> $method
#> [1] "exact"
#> 
#> $pmf
#> [1] 0.02303579

qtnl gives the quantile function of ${T_n^{(\ell)}}$ against the specified probabilities.

library(tnl.Test)
 qtnl(p=c(.1,.3,.5,.8,1),n=8,m=8,l=1,exact="NULL",trial = 100000)
#> $method
#> [1] "exact"
#> 
#> $quantile
#> [1] 2 3 4 6 8

rtnl generates random values from ${T_n^{(\ell)}}$.

library(tnl.Test)
 rtnl(N=15,n=7,m=10,l=2)
#>  [1] 7 7 6 7 5 4 7 7 7 5 7 7 7 7 5

tnl_mean gives an expression for $E({T_n^{(\ell)}})$ under ${H_0:F=G}$.

library(tnl.Test)
require(base)
 tnl_mean(n.=11,m.=8, l=2)
#> [1] 7.016657

ptnl.lehmann gives the distribution function of ${T_n^{(\ell)}}$ under Lehmann alternatives.

library(tnl.Test)
ptnl.lehmann(q=3, n.=7,m.=7,l = 2, gamma = 1.2)
#> [1] 0.09275172

dtnl.lehmann gives the density of ${T_n^{(\ell)}}$ under Lehmann alternatives.

library(tnl.Test)
 dtnl.lehmann(k=3, n.= 6,m.=8,l = 2, gamma = 0.8)
#> [1] 0.04111771

qtnl.lehmann returns a quantile function against the specified probabilities under Lehmann alternatives.

library(tnl.Test)
qtnl.lehmann(p=.3, n.=4,m.=7, l=1, gamma=0.5)
#> [1] 3

rtnl.lehmann generates random values from ${T_n^{(\ell)}}$ under Lehmann alternatives.

library(tnl.Test)
rtnl.lehmann(N = 15, n. = 7,m.=10, l = 2,gamma=0.5)
#>  [1] 5 6 2 5 7 7 5 7 7 3 7 2 3 2 7

Corresponding Author

Department of Statistics, Faculty of Science, Selcuk University, 42250, Konya, Turkey
www.researchgate.net/profile/Ihab-Abusaif
Email:[email protected]

References

Karakaya, K., Sert, S., Abusaif, I., Kuş, C., Ng, H. K. T., & Nagaraja, H. N. (2023). A Class of Non-parametric Tests for the Two-Sample Problem based on Order Statistics and Power Comparisons. Submitted paper.

Aliev, F., Özbek, L., Kaya, M. F., Kuş, C., Ng, H. K. T., & Nagaraja, H. N. (2022). A nonparametric test for the two-sample problem based on order statistics. Communications in Statistics-Theory and Methods, 1-25.