Two-sample rank tests based on exceeding observations

Eugenia Stoimenova

Applications of Mathematics (2007)

  • Volume: 52, Issue: 4, page 345-352
  • ISSN: 0862-7940

Abstract

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Simple rank statistics are used to test that two samples come from the same distribution. Šidák’s E -test (Apl. Mat. 22 (1977), 166–175) is based on the number of observations from one sample that exceed all observations from the other sample. A similar test statistic is defined in Ann. Inst. Stat. Math. 52 (1970), 255–266. We study asymptotic behavior of the moments of both statistics.

How to cite

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Stoimenova, Eugenia. "Two-sample rank tests based on exceeding observations." Applications of Mathematics 52.4 (2007): 345-352. <http://eudml.org/doc/33293>.

@article{Stoimenova2007,
abstract = {Simple rank statistics are used to test that two samples come from the same distribution. Šidák’s $E$-test (Apl. Mat. 22 (1977), 166–175) is based on the number of observations from one sample that exceed all observations from the other sample. A similar test statistic is defined in Ann. Inst. Stat. Math. 52 (1970), 255–266. We study asymptotic behavior of the moments of both statistics.},
author = {Stoimenova, Eugenia},
journal = {Applications of Mathematics},
keywords = {location problem; $E$-test statistic; $M$-test statistic; location problem; -test statistic; -test statistic},
language = {eng},
number = {4},
pages = {345-352},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Two-sample rank tests based on exceeding observations},
url = {http://eudml.org/doc/33293},
volume = {52},
year = {2007},
}

TY - JOUR
AU - Stoimenova, Eugenia
TI - Two-sample rank tests based on exceeding observations
JO - Applications of Mathematics
PY - 2007
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 52
IS - 4
SP - 345
EP - 352
AB - Simple rank statistics are used to test that two samples come from the same distribution. Šidák’s $E$-test (Apl. Mat. 22 (1977), 166–175) is based on the number of observations from one sample that exceed all observations from the other sample. A similar test statistic is defined in Ann. Inst. Stat. Math. 52 (1970), 255–266. We study asymptotic behavior of the moments of both statistics.
LA - eng
KW - location problem; $E$-test statistic; $M$-test statistic; location problem; -test statistic; -test statistic
UR - http://eudml.org/doc/33293
ER -

References

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  1. 10.1007/BF01682330, Ann. Inst. Stat. Math. 11 (1960), 211–219. (1960) Zbl0207.18503MR0119315DOI10.1007/BF01682330
  2. Theory of rank tests, Academic Press, Orlando, 1967. (1967) MR0229351
  3. 10.1214/aoms/1177728854, Ann. Math. Stat. 25 (1954), 146–150. (1954) Zbl0056.37602MR0061314DOI10.1214/aoms/1177728854
  4. Tables for the two-sample location E -test based on exceeding observations, Apl. Mat. 22 (1977), 166–175. (1977) MR0440791
  5. A simple non-parametric test of the difference in location of two populations, Apl. Mat. 2 (1957), 215–221. (1957) MR0090203
  6. 10.1023/A:1004161721553, Ann. Inst. Stat. Math. 52 (2000), 255–266. (2000) Zbl0959.62042MR1763562DOI10.1023/A:1004161721553

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