Asymptotic Sufficiency of the Vector of Ranks in the Bahadur Sense.
Abstract
The paper discusses the hypothesis of randomness under which two samples X sub 1, ..., X sub n and Y sub 1, ..., Y sub n have an identical but arbitrary continuous distribution. The vector of ranks (R sub 1, ..., R sub (n+m)) will be shown to be asymptotically sufficient in the Bahadur sense for testing randomness against a general class of two-sample alternatives, simple ones as well as composite ones. In other words, the best exact slope will be attainable by rank statistics, uniformly throughout the alternative. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1971
- Accession Number
- AD0721346
Entities
People
- Jaroslav Hajek
Organizations
- Florida State University