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Locally most powerful rank tests for testing randomness and symmetry
Authors:Nguyen Van Ho
Affiliation:(1) Department of Mathematics, Polytechnic Institute of Hanoi, Hanoi, Vietnam
Abstract:Let Xi, 1 le i le N, be N independent random variables (i.r.v.) with distribution functions (d.f.) Fi(x,THgr), 1 le i le N, respectively, where THgr is a real parameter. Assume furthermore that Fi(·,0) = F(·) for 1 le i le 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 THgr = 0 against THgr > 0 or THgr < 0 with F being arbitrary and with F symmetric, respectively.
Keywords:locally most powerful rank tests  randomness  symmetry
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