On the asymptotic properties of rank statistics for the two-sample location and scale problem

Mohamed N. Goria; Dana Vorlíčková

Aplikace matematiky (1985)

  • Volume: 30, Issue: 6, page 425-434
  • ISSN: 0862-7940

Abstract

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The equivalence of the symmetry of density of the distribution of observations and the oddness and evenness of the score-generating functions for the location and the scale problem, respectively, is established at first. Then, it is shown that the linear rank statistics with scores generated by these functions are asymptotically independent under the hypothesis of randomness as well as under contiguous alternatives in the last part of the paper. The linear and quadratic forms of these statistics are considered for testing the two-sample location-scale problem simultaneously.

How to cite

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Goria, Mohamed N., and Vorlíčková, Dana. "On the asymptotic properties of rank statistics for the two-sample location and scale problem." Aplikace matematiky 30.6 (1985): 425-434. <http://eudml.org/doc/15425>.

@article{Goria1985,
abstract = {The equivalence of the symmetry of density of the distribution of observations and the oddness and evenness of the score-generating functions for the location and the scale problem, respectively, is established at first. Then, it is shown that the linear rank statistics with scores generated by these functions are asymptotically independent under the hypothesis of randomness as well as under contiguous alternatives in the last part of the paper. The linear and quadratic forms of these statistics are considered for testing the two-sample location-scale problem simultaneously.},
author = {Goria, Mohamed N., Vorlíčková, Dana},
journal = {Aplikace matematiky},
keywords = {hypothesis of randomness; two-sample location-scale problem; quadratic forms of linear rank statistics; asymptotically independent; contiguous alternatives; asymptotic power; alternatives of difference in location and scale; score generating function; hypothesis of randomness; two-sample location-scale problem; quadratic forms of linear rank statistics; asymptotically independent; contiguous alternatives; asymptotic power},
language = {eng},
number = {6},
pages = {425-434},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On the asymptotic properties of rank statistics for the two-sample location and scale problem},
url = {http://eudml.org/doc/15425},
volume = {30},
year = {1985},
}

TY - JOUR
AU - Goria, Mohamed N.
AU - Vorlíčková, Dana
TI - On the asymptotic properties of rank statistics for the two-sample location and scale problem
JO - Aplikace matematiky
PY - 1985
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 30
IS - 6
SP - 425
EP - 434
AB - The equivalence of the symmetry of density of the distribution of observations and the oddness and evenness of the score-generating functions for the location and the scale problem, respectively, is established at first. Then, it is shown that the linear rank statistics with scores generated by these functions are asymptotically independent under the hypothesis of randomness as well as under contiguous alternatives in the last part of the paper. The linear and quadratic forms of these statistics are considered for testing the two-sample location-scale problem simultaneously.
LA - eng
KW - hypothesis of randomness; two-sample location-scale problem; quadratic forms of linear rank statistics; asymptotically independent; contiguous alternatives; asymptotic power; alternatives of difference in location and scale; score generating function; hypothesis of randomness; two-sample location-scale problem; quadratic forms of linear rank statistics; asymptotically independent; contiguous alternatives; asymptotic power
UR - http://eudml.org/doc/15425
ER -

References

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  8. Y. Lepage, 10.1080/03610927608827440, Commun. Statist. Theor. Meth., A 5 (13) (1976), 1257-1274. (1976) MR0440789DOI10.1080/03610927608827440
  9. Y. Lepage, 10.1080/03610927708827522, Commun. Statist. Theor. Meth. A 6 (7) (1977), 649-659. (1977) MR0448696DOI10.1080/03610927708827522
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