A New Class of Robust Two-Sample Wald-Type Tests

Int J Biostat. 2018 Jul 19;14(2):/j/ijb.2018.14.issue-2/ijb-2017-0023/ijb-2017-0023.xml. doi: 10.1515/ijb-2017-0023.

Abstract

Parametric hypothesis testing associated with two independent samples arises frequently in several applications in biology, medical sciences, epidemiology, reliability and many more. In this paper, we propose robust Wald-type tests for testing such two sample problems using the minimum density power divergence estimators of the underlying parameters. In particular, we consider the simple two-sample hypothesis concerning the full parametric homogeneity as well as the general two-sample (composite) hypotheses involving some nuisance parameters. The asymptotic and theoretical robustness properties of the proposed Wald-type tests have been developed for both the simple and general composite hypotheses. Some particular cases of testing against one-sided alternatives are discussed with specific attention to testing the effectiveness of a treatment in clinical trials. Performances of the proposed tests have also been illustrated numerically through appropriate real data examples.

Keywords: clinical trial; influence function; minimum density power divergence estimator; robust hypothesis testing; two-sample problems.

MeSH terms

  • Biostatistics*
  • Data Interpretation, Statistical*
  • Humans
  • Models, Statistical*
  • Research Design*