Testing Homogeneity in a Semiparametric Two-Sample Problem

Table 2

Type I error and power comparisons (%) of the EM test and the score test (SC test) for log-normal model: 𝑛₀=𝑛₁=200.

𝜆	𝜇	Level	EM^𝑛(1)	EM^𝑛(2)	EM^𝑛(3)	SC test
0		10	10.4	10.5	10.6	10.2
0		5	5.5	5.6	5.6	5.4
0		1	1.2	1.2	1.2	1.2
0.1	1	10	26.5	26.7	26.5	26.2
0.1	1	5	17.2	17.2	17.2	16.4
0.1	1	1	5.8	5.9	6	5.6
0.1	2	10	68.3	69	69.2	58.4
0.1	2	5	58.5	58.8	58.9	47.4
0.1	2	1	37	37.1	37.4	25.1
0.1	3	10	96.4	96.8	97	84.4
0.1	3	5	94.6	94.8	95.2	77.6
0.1	3	1	86.2	87.2	87.4	58.6
0.2	1	10	63	62.9	62.8	62.1
0.2	1	5	50.2	50	50	49.4
0.2	1	1	27.8	27.6	27.5	26.2
0.2	2	10	99.2	99.3	99.4	97.5
0.2	2	5	98.6	98.6	98.6	95
0.2	2	1	95.1	95.2	95.2	85.5
0.2	3	10	100	100	100	100
0.2	3	5	100	100	100	99.9
0.2	3	1	100	100	100	99.2
0.3	1	10	89.5	89.5	89.6	89
0.3	1	5	84	83.9	83.9	82.6
0.3	1	1	65.1	64.9	64.6	63
0.3	2	10	100	100	100	100
0.3	2	5	100	100	100	99.9
0.3	2	1	100	100	100	99.7
0.3	3	10	100	100	100	100
0.3	3	5	100	100	100	100
0.3	3	1	100	100	100	100