The purpose of this paper is to develop a nonparametric
k-sample test based on a modified Baumgartner statistic. We define a new modified Baumgartner statistic
B* and give some critical values. Then we compare the power of the
B* statistic with the
t-test, the Wilcoxon test, the Kolmogorov-Smirnov test, the Cramér-von Mises test, the Anderson-Darling test and the original Baumgartner statistic. The
B* statistic is more suitable than the Baumgartner statistic for the location parameter when the sample sizes are not equal. Also, the
B* statistic has almost the same power as the Wilcoxon test for location parameter. For scale parameter, the power of the
B* statistic is more efficient than the Cramér-von Mises test and the Anderson-Darling test when the sizes are equal. The power of the
B* statistic is higher than the Kolmogorov-Smirnov test for location and scale parameters. Then the
B* statistic is generalized from two-sample to
k-sample problems. The
B*
k statistic denotes a k-sample statistic based on the
B* statistic. We compare the power of the
B*
k statistic with the Kruskal-Wallis test, the
k-sample Kolmogorov-Smirnov test, the
k-sample Cramér-von Mises test, the
k-sample Anderson-Darling test and the
k-sample Baumgartner statistic. Finally, we investigate the behavior of power about the
B*
k statistics by simulation studies. As a result, we obtain that the
B*
k statistic is more suitable than the other statistics.
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