Locally most powerful rank tests for testing randomness and symmetry |
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Authors: | Nguyen Van Ho |
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Affiliation: | (1) Department of Mathematics, Polytechnic Institute of Hanoi, Hanoi, Vietnam |
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Abstract: | Let Xi, 1 i N, be N independent random variables (i.r.v.) with distribution functions (d.f.) Fi(x,), 1 i N, respectively, where is a real parameter. Assume furthermore that Fi(·,0) = F(·) for 1 i N.Let R = (R1,RN) and R+,...,RN+be the rank vectors of X = (X1,XN) and |X|=(|X1|,...,|XN|), respectively, and let V = (V1,VN) be the sign vector of X. The locally most powerful rank tests (LMPRT) S = S(R) and the locally most powerful signed rank tests (LMPSRT) S = S(R+, V) will be found for testing = 0 against > 0 or < 0 with F being arbitrary and with F symmetric, respectively. |
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Keywords: | locally most powerful rank tests randomness symmetry |
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