Nonparametric statistics | Statistical tests

Lepage test

In statistics, the Lepage test is an exactly distribution-free test (nonparametric test) for jointly monitoring the location (central tendency) and scale (variability) in two-sample treatment versus control comparisons. This is one of the most famous rank tests for the two-sample location-scale problem. The Lepage test statistic is the squared Euclidean distance of standardized Wilcoxon rank-sum test for location and the standardized for scale. The Lepage test was first introduced by in 1971 in a paper in Biometrika. A large number of Lepage-type tests exists in statistical literature for simultaneously testing location and scale shifts in case-control studies. The details may be found in the book: Nonparametric statistical tests: A computational approach. Kössler, W. in 2006 also introduced various Lepage type tests using some alternative score functions optimal for various distributions. Dr. Amitava Mukherjee and Dr. Marco Marozzi introduced a class of percentile modified version of the Lepage test. An alternative to the Lepage-type tests is known as the Cucconi test proposed by Odoardo Cucconi in 1968. (Wikipedia).

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Related pages

Control chart | Euclidean distance | Central tendency | CUSUM | Cucconi test