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Nonparametric test of restricted interchangeability
Authors:George R Jerdack  Pranab Kumar Sen
Institution:(1) The Procter and Gamble Company, Miami Valley Laboratories, P.O. Box 39175, 45247 Cincinnati, OH, U.S.A.;(2) Department of Biostatistics, School of Public Health, The University of North Carolina, CB# 7400, Rosenau Hall, 27599-7400 Chapel Hill, NC, U.S.A.
Abstract:Exact and large sample distributions of the rank order test under the null hypothesis of restricted interchangeability are obtained. Under given regularity conditions and under Pitman's shift in location alternative, the asymptotic relative efficiency of this nonparametric test in comparison with Votaw's (1948, Ann. Math. Statist., 19, 447–473) likelihood ratio test is given.
Keywords:Interchangeability  Pitman's shift in location alternative  asymptotic relative efficiency  likelihood ratio test  asymptotic normality  permutational distribution
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