On the Robustness of Rank Order Tests and Estimates in the Generalized Multivariate One-Sample Location Problem.

Abstract

For stochastic vectors, not necessarily identically distributed, the sign invariant permutation distribution theory of rank order statistics is developed and utilized in the construction of a class of conditionally distribution-free tests for diagonal symmetry. The asymptotic multinormality of the rank order statistics, when the null hypothesis of sign-invariance is not necessarily true, is extended to the case when each observation may have different distribution. Some interesting inequalities on the covariance matrix of rank order statistics are obtained. These results are used in studying the robustness of rank order tests and estimates for heterogeneous distributions. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1971
Accession Number
AD0731800

Entities

People

  • Madan Lal Puri
  • Pranab Kumar Sen

Organizations

  • Indiana University Bloomington

Tags

DTIC Thesaurus Topics

  • Biostatistics
  • Covariance
  • Data Science
  • Distribution Theory
  • Information Science
  • North Carolina
  • Order Statistics
  • Rank Order Statistics
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.
  • Regression Analysis.