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Two-sample rank tests based on exceeding observations

Eugenia Stoimenova — 2007

Applications of Mathematics

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.

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