Nonparametric
models
Forms of F, G
are completely arbitrary and unknown
·An infinite
dimensional parameter is needed to derive the form of G
from F
·(I demand
that the above hold under all hypotheses, unless the test
is consistent when F ¹ G)
·
Examples
of truly nonparametric analyses:
·Kolmogorov-Smirnov
test
·t-test with
unequal variances (large samples)
·