Probabilities of Excessive Deviations of Simple Linear Rank Statistics

Abstract

Simple linear rank statistics arise in a variety of situations, particularly in the problem of testing the equality of two or more distributions by non-parametric tests. While the asymptotic distributions of simple linear rank statistics have been studied extensively (see, e.g., Hajek and Sidak (1967) ), investigations concerning their large deviation properties have been made only recently (Stone (1967, 1968, 1969) and Woodworth (1970)). In this paper the authors study the rates of convergence to zero of null probabilities of excessive deviations of k-sample (k > or = 2) simple linear rank statistics.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1975
Accession Number
ADA020428

Entities

People

  • Jayaram Sethuraman
  • Robert P. Clickner

Organizations

  • Army Research Office

Tags

Communities of Interest

  • Biomedical

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Asymptotic Series
  • Convergence
  • Data Science
  • Distribution Functions
  • Information Science
  • Military Research
  • Normal Distribution
  • Normality
  • Order Statistics
  • Probability
  • Random Variables
  • Sequences
  • Statistics
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.