Chernoff Efficiency of Linear Rank Statistics.

Abstract

A theorem of Hoadley used to compute large deviation probabilities for linear rank statistics with bounded score functions is extended to cover the unbounded case. The theorem is then applied to compute large deviation probabilities under alternatives in order to obtain the Chernoff efficiency of linear rank statistics. Numerical values are obtained under normal location alternatives for the two sample Wilcoxon and are shown to decrease more slowly than do corresponding Bahadur efficiency values with increasing location difference. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1972
Accession Number
AD0757025

Entities

People

  • Tea-yuan Hwang

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Data Science
  • Efficiency
  • Information Science
  • Probability
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Statistical inference.