Displaying similar documents to “On Dwass' method for deriving the distribution of rank order statistics”

Simple random walk and rank order statistics

Igor Očka (1977)

Aplikace matematiky

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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.

Multivariate skewness and kurtosis for singular distributions.

Ramón Ardanuy, José Manuel Sánchez (1993)

Extracta Mathematicae

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In multivariate analysis it is generally assumed that the observations are normally distributed. It was Mardia ([1] to [5]), who first introduced measures of multivariate skewness and kurtosis; these statistics are affine invariant and can be used for testing multivariate normality. Skewness and kurtosis tests remain among the most powerful, general and easy to implement. In this paper we show some properties of these statistics when population distribution is singular.