Simple random walk and rank order statistics

Igor Očka

Aplikace matematiky (1977)

  • Volume: 22, Issue: 4, page 272-290
  • ISSN: 0862-7940

Abstract

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The distributions of rank order statistics are studied for the case of arbitrary sample sizes in the two sample problem. The method applied is a generalization of Dwass's method from his paper in Ann. Math. Statist. 38 (1967), based on the analogy of rank order statistics and functions on a simple random walk.

How to cite

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Očka, Igor. "Simple random walk and rank order statistics." Aplikace matematiky 22.4 (1977): 272-290. <http://eudml.org/doc/15014>.

@article{Očka1977,
abstract = {The distributions of rank order statistics are studied for the case of arbitrary sample sizes in the two sample problem. The method applied is a generalization of Dwass's method from his paper in Ann. Math. Statist. 38 (1967), based on the analogy of rank order statistics and functions on a simple random walk.},
author = {Očka, Igor},
journal = {Aplikace matematiky},
keywords = {two sample problem; rank order statistics; simple random walk; exact distributions; Two Sample Problem; Rank Order Statistics; Simple Random Walk; Exact Distributions},
language = {eng},
number = {4},
pages = {272-290},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Simple random walk and rank order statistics},
url = {http://eudml.org/doc/15014},
volume = {22},
year = {1977},
}

TY - JOUR
AU - Očka, Igor
TI - Simple random walk and rank order statistics
JO - Aplikace matematiky
PY - 1977
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 22
IS - 4
SP - 272
EP - 290
AB - The distributions of rank order statistics are studied for the case of arbitrary sample sizes in the two sample problem. The method applied is a generalization of Dwass's method from his paper in Ann. Math. Statist. 38 (1967), based on the analogy of rank order statistics and functions on a simple random walk.
LA - eng
KW - two sample problem; rank order statistics; simple random walk; exact distributions; Two Sample Problem; Rank Order Statistics; Simple Random Walk; Exact Distributions
UR - http://eudml.org/doc/15014
ER -

References

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  1. M. Dwass, 10.1214/aoms/1177698773, Ann. Math. Statist. 38 (1967), 1042-1053. (1967) Zbl0162.50204MR0215463DOI10.1214/aoms/1177698773
  2. W. Feller, An introduction to probability theory and its applications, 2nd edition. J. Wiley, New York 1967. (1967) Zbl0158.34902MR0243559
  3. S. G. Mohanty B. R. Handa, Rank order statistics related to a generalized random walk, Studia Sci. Math. Hung. 5 (1970), 267-276. (1970) MR0295488
  4. J. Reimann I. Vincze, On the comparison of two samples with slightly different sizes, A Magyar Tud. Akad. matem. Kutató Intezetének Közleményei 5 (1960), 293-300. (1960) MR0132649

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