Two‐stage test of means of unordered pairs

The problem of testing equality of means of a bivariate normal distribution on the basis of a sample of size n has been considered when the labels of the observations are either missing or not known. The problem may arise in many applied settings, especially in genetics. Classical likelihood ratio test fails here because of identifiability problems. We propose a two‐stage testing procedure using a recently developed test in the context of penalized splines. The proposed testing procedure is found to outperform the tests proposed in the literature. Copyright © 2017 John Wiley & Sons, Ltd.