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# Using Data Compressors to Construct Rank Tests

* Corresponding author
1 SEQUEL - Sequential Learning
LIFL - Laboratoire d'Informatique Fondamentale de Lille, Inria Lille - Nord Europe, LAGIS - Laboratoire d'Automatique, Génie Informatique et Signal
Abstract : Nonparametric rank tests for homogeneity and component independence are proposed, which are based on data compressors. For homogeneity testing the idea is to compress the binary string obtained by ordering the two joint samples and writing 0 if the element is from the first sample and 1 if it is from the second sample and breaking ties by randomization (extension to the case of multiple samples is straightforward). $H_0$ should be rejected if the string is compressed (to a certain degree) and accepted otherwise. We show that such a test obtained from an ideal data compressor is valid against all alternatives. Component independence is reduced to homogeneity testing by constructing two samples, one of which is the first half of the original and the other is the second half with one of the components randomly permuted.
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Journal articles
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Cited literature [9 references]

https://hal.inria.fr/inria-00269225
Contributor : Daniil Ryabko Connect in order to contact the contributor
Submitted on : Wednesday, April 2, 2008 - 2:57:26 PM
Last modification on : Friday, April 1, 2022 - 3:28:04 PM
Long-term archiving on: : Thursday, May 20, 2010 - 10:49:47 PM

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• HAL Id : inria-00269225, version 1

### Citation

Daniil Ryabko, Juergen Schmidhuber. Using Data Compressors to Construct Rank Tests. Applied Mathematics Letters, Elsevier, 2009, 22 (7), pp.1029-1032. ⟨inria-00269225⟩

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