Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data
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arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866908601316016128 |
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| author | Hussain, Abid Tsagris, Michail |
| author_facet | Hussain, Abid Tsagris, Michail |
| contents | Detecting simultaneous shifts in location and scale between two populations is a common challenge in statistical inference, particularly in fields like biomedicine where right-skewed data distributions are prevalent. The classical Lepage test, which combines the Wilcoxon-Mann-Whitney and Ansari-Bradley tests, can be suboptimal under these conditions due to its restrictive assumptions of equal variances and medians. This study systematically evaluates enhanced Lepage-type test statistics that incorporate modern robust components for improved performance with right-skewed data. We combine the Fligner-Policello test and Fong-Huang variance estimator for the location component with a novel empirical variance estimator for the Ansari-Bradley scale component, relaxing assumptions of equal variances and medians. Extensive Monte Carlo simulations across exponential, gamma, chi-square, lognormal, and Weibull distributions demonstrate that tests incorporating both robust components achieve power improvements of 10-25\% over the classical Lepage test while maintaining reasonable Type I error control. The practical utility is demonstrated through analyses of four real-world biomedical datasets, where the tests successfully detect significant location-scale shifts. We provide practical guidance for test selection and discuss implementation considerations, making these methods accessible for practitioners in biomedical research and other disciplines where right-skewed data are common. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_19126 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data Hussain, Abid Tsagris, Michail Methodology Detecting simultaneous shifts in location and scale between two populations is a common challenge in statistical inference, particularly in fields like biomedicine where right-skewed data distributions are prevalent. The classical Lepage test, which combines the Wilcoxon-Mann-Whitney and Ansari-Bradley tests, can be suboptimal under these conditions due to its restrictive assumptions of equal variances and medians. This study systematically evaluates enhanced Lepage-type test statistics that incorporate modern robust components for improved performance with right-skewed data. We combine the Fligner-Policello test and Fong-Huang variance estimator for the location component with a novel empirical variance estimator for the Ansari-Bradley scale component, relaxing assumptions of equal variances and medians. Extensive Monte Carlo simulations across exponential, gamma, chi-square, lognormal, and Weibull distributions demonstrate that tests incorporating both robust components achieve power improvements of 10-25\% over the classical Lepage test while maintaining reasonable Type I error control. The practical utility is demonstrated through analyses of four real-world biomedical datasets, where the tests successfully detect significant location-scale shifts. We provide practical guidance for test selection and discuss implementation considerations, making these methods accessible for practitioners in biomedical research and other disciplines where right-skewed data are common. |
| title | Enhanced Lepage-type test statistics for location-scale shifts with right-skewed data |
| topic | Methodology |
| url | https://arxiv.org/abs/2509.19126 |