Lepage test
In statistics, the Lepage test is an exact distribution-free test (nonparametric test) for jointly monitoring the
location (central tendency) and scale (variability) in two-sample treatment versus control comparisons. This
is one of the most famous rank tests for the two-sample location-scale problem. The Lepage test statistic is
the squared Euclidean distance of standardized Wilcoxon rank-sum test for location and the standardized
Ansari–Bradley test for scale. The Lepage test was first introduced by Yves Lepage in 1971 in a paper in
Biometrika.[1] A large number of Lepage-type tests exists in statistical literature for simultaneously testing
location and scale shifts in case-control studies. The details may be found in the book: Nonparametric
statistical tests: A computational approach.[2] Kössler, W.[3] in 2006 also introduced various Lepage type
tests using some alternative score functions optimal for various distributions. Dr. Amitava Mukherjee and
Dr. Marco Marozzi introduced a class of percentile modified version of the Lepage test.[4] An alternative to
the Lepage-type tests is known as the Cucconi test proposed by Odoardo Cucconi in 1968.[5]
Conducting the Lepage test with R, an open-source software
Practitioners can apply the Lepage test using the pLepage function of the contributory package NSM3,[6]
built under R software. Andreas Schulz and Markus Neuhäuser also provided detailed R code for
computation of test statistic and p-value of the Lepage test[7] for the users.
Application in statistical process monitoring
In recent years, Lepage statistic is widely used statistical process monitoring and quality control. In a
classical development, in 2012, Amitava Mukherjee, an Indian statistician, and Subhabrata Chakraborti, an
American statistician of Indian origin, introduced a distribution-free Shewhart-type Phase-II monitoring
scheme[8] (control chart) for simultaneously monitoring of location and scale parameter of a process using a
test sample of fixed size, when a reference sample of sufficiently large size is available from an in-control
population. Later in 2015, the same statisticians along with Shovan Chowdhury, proposed a distribution-
free CUSUM-type Phase-II monitoring scheme[9] based on the Lepage statistic. In 2017, Mukherjee further
designed an EWMA-type distribution-free Phase-II monitoring scheme[10] for joint monitoring of location
and scale. In the same year, Mukherjee, with Marco Marozzi, an Italian statistician known for promoting
the Cucconi test, came together to design Circular-Grid Lepage chart – a new type of joint monitoring
scheme.[11]
Multisample version of the Lepage test
In 2005, František Rublìk introduced the multisample version of the original two-sample Lepage test.[12]
This work recently emerge as the motivation behind the proposal of the Phase-I distribution-free Shewhart-
type control chart for joint monitoring of location and scale.
See also
Cucconi test
References
1. Lepage, Yves (April 1971). "A Combination of Wilcoxon's and Ansari-Bradley's Statistics".
Biometrika. 58 (1): 213–217. doi:10.2307/2334333 (https://doi.org/10.2307%2F2334333).
ISSN 0006-3444 (https://www.worldcat.org/issn/0006-3444). JSTOR 2334333 (https://www.j
stor.org/stable/2334333).
2. Neuhäuser, Markus (2011-12-19). Nonparametric Statistical Tests. Chapman and Hall/CRC.
doi:10.1201/b11427 (https://doi.org/10.1201%2Fb11427). ISBN 9781439867037.
3. Kössler, W. (Wolfgang) (2006). Asymptotic power and efficiency of lepage-type tests for the
treatment of combined location-scale alternatives. Humboldt-Universität zu Berlin.
doi:10.18452/2462 (https://doi.org/10.18452%2F2462). hdl:18452/3114 (https://hdl.handle.n
et/18452%2F3114). OCLC 243600853 (https://www.worldcat.org/oclc/243600853).
4. Mukherjee, Amitava; Marozzi, Marco (2019-08-01). "A class of percentile modified Lepage-
type tests". Metrika. 82 (6): 657–689. doi:10.1007/s00184-018-0700-1 (https://doi.org/10.100
7%2Fs00184-018-0700-1). ISSN 1435-926X (https://www.worldcat.org/issn/1435-926X).
5. Cucconi, Odoardo (1968). "Un Nuovo Test non Parametrico per Il Confronto Fra Due Gruppi
di Valori Campionari". Giornale Degli Economisti e Annali di Economia. 27 (3/4): 225–248.
JSTOR 23241361 (https://www.jstor.org/stable/23241361).
6. Schneider, Grant; Chicken, Eric; Becvarik, Rachel (2018-05-16), NSM3: Functions and
Datasets to Accompany Hollander, Wolfe, and Chicken – Nonparametric Statistical Methods,
Third Edition (https://cran.r-project.org/package=NSM3), retrieved 2019-09-17
7. Schulz, Andreas. "R Programme for Lepage Test" (https://www.hs-koblenz.de/fileadmin/medi
a/profiles/mathematik_und_technik/neuhaeuser/Lepage_Test_R.pdf) (PDF).
8. Mukherjee, A.; Chakraborti, S. (2011-09-26). "A Distribution-free Control Chart for the Joint
Monitoring of Location and Scale". Quality and Reliability Engineering International. 28 (3):
335–352. doi:10.1002/qre.1249 (https://doi.org/10.1002%2Fqre.1249). ISSN 0748-8017 (http
s://www.worldcat.org/issn/0748-8017).
9. Chowdhury, Shovan; Mukherjee, Amitava; Chakraborti, Subhabrata (2014-11-07).
"Distribution-free Phase II CUSUM Control Chart for Joint Monitoring of Location and Scale"
(https://repository.up.ac.za/bitstream/2263/50153/1/Chowdhury_Distribution_2015.pdf)
(PDF). Quality and Reliability Engineering International. 31 (1): 135–151.
doi:10.1002/qre.1677 (https://doi.org/10.1002%2Fqre.1677). hdl:2263/50153 (https://hdl.han
dle.net/2263%2F50153). ISSN 0748-8017 (https://www.worldcat.org/issn/0748-8017).
10. Mukherjee, Amitava (2017-02-18). "Distribution-free phase-II exponentially weighted moving
average schemes for joint monitoring of location and scale based on subgroup samples".
The International Journal of Advanced Manufacturing Technology. 92 (1–4): 101–116.
doi:10.1007/s00170-016-9977-2 (https://doi.org/10.1007%2Fs00170-016-9977-2).
ISSN 0268-3768 (https://www.worldcat.org/issn/0268-3768).
11. Mukherjee, Amitava; Marozzi, Marco (2016-05-17). "Distribution-free Lepage Type Circular-
grid Charts for Joint Monitoring of Location and Scale Parameters of a Process". Quality and
Reliability Engineering International. 33 (2): 241–274. doi:10.1002/qre.2002 (https://doi.org/1
0.1002%2Fqre.2002). ISSN 0748-8017 (https://www.worldcat.org/issn/0748-8017).
12. Rublík, František (2005). "The multisample version of the Lepage test". Kybernetika. 41 (6):
[713]–733. hdl:10338.dmlcz/135688 (https://hdl.handle.net/10338.dmlcz%2F135688).
ISSN 0023-5954 (https://www.worldcat.org/issn/0023-5954).
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