On the Efficiency of Sequentially-Calculated Rank Tests.
Abstract
A sequentially-calculated rank test is defined whose asymptotic relative efficiency with respect to the standard two-sample rank test using the same score function is 3/4. The sequentially-calculated statistic can be computed more quickly than the standard version, so that in real-time applications (e.g., signal processing) the effective efficiency may be nearly 1.5. Moreover, the proposed statistic uses less temporary storage, and its evolution in time is observable without additional computation.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1975
- Accession Number
- ADA007731
Entities
People
- Stephen S. Wolff
Organizations
- Ballistic Research Laboratory