Date: Jan 26, 2013 8:00 AM
Subject: two-sample (nonparametric) test on quantiles
I have two random samples (each comes from independent, identically distributed random variables) and I need to test, whether they come from distributions which have the same p=5% quantile. What I need is some generalisation of two-sample Mann-Whitney test on equality of medians.
I would also like to calculate non-parametric confidence intervals for empirical quantiles.
Any reference to literature and/or software implementation that would solve these problems would be appreciated.