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Preface | p. xi |
Terms and Notation | p. xv |
Introduction | p. 1 |
Statistical hypotheses | p. 1 |
Examples of hypotheses in non-parametric models | p. 2 |
Hypotheses on the probability distribution of data elements | p. 2 |
Independence hypotheses | p. 4 |
Randomness hypothesis | p. 4 |
Homogeneity hypotheses | p. 4 |
Median value hypotheses | p. 5 |
Statistical tests | p. 5 |
P-value | p. 7 |
Continuity correction | p. 10 |
Asymptotic relative efficiency | p. 13 |
Chi-squared Tests | p. 17 |
Introduction | p. 17 |
Pearson's goodness-of-fit test: simple hypothesis | p. 17 |
Pearson's goodness-of-fit test: composite hypothesis | p. 26 |
Modified chi-squared test for composite hypotheses | p. 34 |
General case | p. 35 |
Goodness-of-fit for exponential distributions | p. 41 |
Goodness-of-fit for location-scale and shape-scale families | p. 43 |
Chi-squared test for independence | p. 52 |
Chi-squared test for homogeneity | p. 57 |
Bibliographic notes | p. 64 |
Exercises | p. 64 |
Answers | p. 72 |
Goodness-of-fit Tests Based on Empirical Processes | p. 77 |
Test statistics based on the empirical process | p. 77 |
Kolmogorov-Smirnov test | p. 82 |
¿2, Cramér-von-Mises and Andersen-Darling tests | p. 86 |
Modifications of Kolmogorov-Smirnov, Cramér-von-Mises and Andersen-Darling tests: composite hypotheses | p. 91 |
Two-sample tests | p. 98 |
Two-sample Kolmogorov-Smirnov tests | p. 98 |
Two-sample Cramér-von-Mises test | p. 103 |
Bibliographic notes | p. 104 |
Exercises | p. 106 |
Answers | p. 109 |
Rank Tests | p. 111 |
Introduction | p. 111 |
Ranks and their properties | p. 112 |
Rank tests for independence | p. 117 |
Spearman's independence test | p. 117 |
Kendall's independence test | p. 124 |
ARE of Kendall's independence test with respect to Pearson's independence test under normal distribution | p. 133 |
Normal scores independence test | p. 137 |
Randomness tests | p. 139 |
Kendall's and Spearman's randomness tests | p. 140 |
Bartels-Von Neuman randomness test | p. 143 |
Rank homogeneity tests for two independent samples | p. 146 |
Wilcoxon (Mann-Whitney-Wilcoxon) rank sum test | p. 146 |
Power of the Wilcoxon rank sum test against location alternatives | p. 153 |
ARE of the Wilcoxon rank sum test with respect to the asymptotic Student's test | p. 155 |
Van der Warden's test | p. 161 |
Rank homogeneity tests for two independent samples under a scale alternative | p. 163 |
Hypothesis on median value: the Wilcoxon signed ranks test | p. 168 |
Wilcoxon's signed ranks tests | p. 168 |
ARE of the Wilcoxon signed ranks test with respect to Student's test | p. 177 |
Wilcoxon's signed ranks test for homogeneity of two related samples | p. 180 |
Test for homogeneity of several independent samples: Kruskal-Wallis test | p. 181 |
Homogeneity hypotheses for k related samples: Friedman test | p. 191 |
Independence test based on Kendall's concordance coefficient | p. 204 |
Bibliographic notes | p. 208 |
Exercises | p. 209 |
Answers | p. 212 |
Other Non-parametric Tests | p. 215 |
Sign test | p. 215 |
Introduction: parametric sign test | p. 215 |
Hypothesis on the nullity of the medians of the differences of random vector components | p. 218 |
Hypothesis on the median value | p. 220 |
Runs test | p. 221 |
Runs test for randomness of a sequence of two opposite events | p. 223 |
Runs test for randomness of a sample | p. 226 |
Wald-Wolfowitz test for homogeneity of two independent samples | p. 228 |
McNemar's test | p. 231 |
Cochran test | p. 238 |
Special goodness-of-fit tests | p. 245 |
Normal distribution | p. 245 |
Exponential distribution | p. 253 |
Weibull distribution | p. 260 |
Poisson distribution | p. 262 |
Bibliographic notes | p. 268 |
Exercises | p. 269 |
Answers | p. 271 |
Appendices | p. 275 |
Parametric Maximum Likelihood Estimators: Complete Samples | p. 277 |
Notions from the Theory of Stochastic Processes | p. 281 |
Stochastic process | p. 281 |
Examples of stochastic processes | p. 282 |
Empirical process | p. 282 |
Gauss process | p. 283 |
Wiener process (Brownian motion) | p. 283 |
Brownian bridge | p. 284 |
Weak convergence of stochastic processes | p. 285 |
Weak invariance of empirical processes | p. 286 |
Properties of Brownian motion and Brownian bridge | p. 287 |
Bibliography | p. 293 |
Index | p. 305 |
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