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Pré-Publication, Document De Travail Année : 2011

Testing for equality between two transformations of random variables

Mohamed Boutahar
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Denys Pommeret
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Résumé

Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions. Second, they are unknown but observed before contaminations. We propose a nonparametric test statistic based on empirical cumulative distribution functions. Monte Carlo studies are performed to analyze the level and the power of the test. An illustration is presented through a real data set.
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Dates et versions

hal-00637214 , version 1 (31-10-2011)

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Mohamed Boutahar, Denys Pommeret. Testing for equality between two transformations of random variables. 2011. ⟨hal-00637214⟩
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