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Testing the equality of a large number of populations

Author

Listed:
  • M. D. Jiménez-Gamero

    (Universidad de Sevilla)

  • M. Cousido-Rocha

    (Universidad de Vigo)

  • M. V. Alba-Fernández

    (Universidad de Jaén)

  • F. Jiménez-Jiménez

    (Universidad de Jaén)

Abstract

Given k independent samples with finite but arbitrary dimension, this paper deals with the problem of testing for the equality of their distributions that can be continuous, discrete or mixed. In contrast to the classical setting where k is assumed to be fixed and the sample size from each population increases without bound, here k is assumed to be large and the size of each sample is either bounded or small in comparison with k. The asymptotic distribution of two test statistics is stated under the null hypothesis of the equality of the k distributions as well as under alternatives, which let us to study the asymptotic power of the resulting tests. Specifically, it is shown that both test statistics are asymptotically free distributed under the null hypothesis. The finite sample performance of the tests based on the asymptotic null distribution is studied via simulation. An application of the proposal to a real data set is included. The use of the proposed procedure for infinite dimensional data, as well as other possible extensions, are discussed.

Suggested Citation

  • M. D. Jiménez-Gamero & M. Cousido-Rocha & M. V. Alba-Fernández & F. Jiménez-Jiménez, 2022. "Testing the equality of a large number of populations," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(1), pages 1-21, March.
    • Handle: RePEc:spr:testjl:v:31:y:2022:i:1:d:10.1007_s11749-021-00769-9
    DOI: 10.1007/s11749-021-00769-9
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    References listed on IDEAS

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    1. Ajay Agrawal & Christian Catalini & Avi Goldfarb, 2014. "Some Simple Economics of Crowdfunding," Innovation Policy and the Economy, University of Chicago Press, vol. 14(1), pages 63-97.
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    6. Marta Cousido-Rocha & Jacobo Uña-Álvarez & Jeffrey D. Hart, 2019. "Testing equality of a large number of densities under mixing conditions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(4), pages 1203-1228, December.
    7. Jiménez-Gamero, M.D. & Alba-Fernández, M.V. & Jodrá, P. & Barranco-Chamorro, I., 2017. "Fast tests for the two-sample problem based on the empirical characteristic function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 137(C), pages 390-410.
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    Cited by:

    1. Christian Acal & Ana M. Aguilera, 2023. "Basis expansion approaches for functional analysis of variance with repeated measures," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 17(2), pages 291-321, June.
    2. Alba-Fernández, M.V. & Jiménez-Gamero, M.D. & Jiménez-Jiménez, F., 2024. "Testing for proportions when data are classified into a large number of groups," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 223(C), pages 588-600.

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