A class of Šidák-type tests based on maximal precedence and exceedance statistic

Abstract: A class of nonparametric two-sample tests has been proposed in this article. As a generalization of the original \v{S}id\'aks' test, the proposed test statistic is developed as the sum of the maximal precedence and maximal exceedance statistics. Unlike the \v{S}id\'ak-type precedence-exceedance test and the maximal precedence test, the proposed test is suitable for a two-sided alternative while being free from any parametric assumption. Exact distribution of the test statistic is obtained under the null as well as under the Lehmann alternative. Power value comparison has been carried out that shows the competency of the proposed test as a useful alternative to a number of existing tests based on precedence-exceedance statistics. Real-life example is provided to illustrate the application of the proposed test.