Cucconi test

In statistics, the Cucconi test is a nonparametric test for jointly comparing central tendency and variability
(detecting location and scale changes) in two samples. Many rank tests have been proposed for the two-
sample location-scale problem. Nearly all of them are Lepage-type tests, that is a combination of a location
test and a scale test. The Cucconi test was first proposed by Odoardo Cucconi in 1968.[1]

The Cucconi test is not as familiar as other location-scale tests but it is of interest for several reasons. First,
from a historical point of view, it was proposed some years before the Lepage test, the standard rank test for
the two-sample location-scale problem. Secondly, as opposed to other location-scale tests, the Cucconi test
is not a combination of location and scale tests. Thirdly, it compares favorably with Lepage type tests in
terms of power and type-one error probability[2] and very importantly it is easier to be computed because it
requires only the ranks of one sample in the combined sample, whereas the other tests also require scores of
various types as well as to permutationally estimate mean and variance of test statistics because their
analytic formulae are not available.[3]

The Cucconi test is based on the following statistic:

where is based on the standardized sum of squared ranks of the first sample elements in the pooled
sample, and is based on the standardized sum of squared contrary-ranks of the first sample elements in
the pooled sample. is the correlation coefficient between and . The test statistic rejects for large
[4]
values, a table of critical values is available. The p-value can be easily computed via permutations.

The interest on this test has recently increased spanning applications in many different fields like hydrology,
applied psychology and industrial quality control.[5]

See also
Lepage test

External links
Shewhart–Cucconi Chart (https://www.tandfonline.com/doi/full/10.1080/14783363.2015.113
4266)[6]
CUSUM Cucconi Chart (https://www.tandfonline.com/doi/full/10.1080/14783363.2015.11342
66)[5]

References
1. Cucconi, Odoardo (1968). "Un nuovo test non parametrico per il confronto tra due gruppi
campionari". Giornale Degli Economisti. 27 (3/4): 225–248. JSTOR 23241361 (https://www.j
stor.org/stable/23241361).
 2. Marozzi, Marco (2013). "Nonparametric Simultaneous Tests for Location and Scale Testing:
a Comparison of Several Methods". Communications in Statistics – Simulation and
Computation. 42 (6): 1298–1317. doi:10.1080/03610918.2012.665546 (https://doi.org/10.10
80%2F03610918.2012.665546). S2CID 28146102 (https://api.semanticscholar.org/CorpusI
D:28146102).
3. Marozzi, Marco (2014). "The multisample Cucconi test". Statistical Methods & Applications.
23 (2): 209–227. doi:10.1007/s10260-014-0255-x (https://doi.org/10.1007%2Fs10260-014-0
255-x). S2CID 45130096 (https://api.semanticscholar.org/CorpusID:45130096).
4. Marozzi, Marco (2009). "Some Notes on the Location-Scale Cucconi Test". Journal of
Nonparametric Statistics. 21 (5): 629–647. doi:10.1080/10485250902952435 (https://doi.org/
10.1080%2F10485250902952435). S2CID 120038970 (https://api.semanticscholar.org/Cor
pusID:120038970).
5. Mukherjee, Amitava; Marozzi, Marco (2017-09-19). "A distribution-free phase-II CUSUM
procedure for monitoring service quality". Total Quality Management & Business Excellence.
28 (11–12): 1227–1263. doi:10.1080/14783363.2015.1134266 (https://doi.org/10.1080%2F1
4783363.2015.1134266). ISSN 1478-3363 (https://www.worldcat.org/issn/1478-3363).
S2CID 155905572 (https://api.semanticscholar.org/CorpusID:155905572).
6. Chowdhury, S.; Mukherjee, A.; Chakraborti, S. (March 2014). "A New Distribution-free
Control Chart for Joint Monitoring of Unknown Location and Scale Parameters of
Continuous Distributions". Quality and Reliability Engineering International. 30 (2): 191–
204. doi:10.1002/qre.1488 (https://doi.org/10.1002%2Fqre.1488). S2CID 10932084 (https://a
pi.semanticscholar.org/CorpusID:10932084).

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