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Revista Colombiana de Estadística
Print version ISSN 0120-1751
Abstract
MARTINEZ-CAMBLOR, PABLO. Hypothesis Test to Compare the Equality Among k-populations. Rev.Colomb.Estad. [online]. 2008, vol.31, n.1, pp.1-18. ISSN 0120-1751.
In this paper we study a test to contrast the equality among the origen distributions of k-independent samples. The proposed statistic, denoted as LGk, is based in a measure which generalizes the L1-norm among density functions and it allows us to compare k-different densities. From this measure and the kernel density estimation, a k-sample test for independent populations is developed. We make a wide simulation study for the proposed test and we compare its power with other nonparametric k-sample test, by considering a total of eight different statistics. We also analyze the topic of the bandwidth selection and make the same proposals about this problem.
Keywords : Kernel density estimation; L1 Measure; Bandwidth selection; Bootstrap.