For one sample rank order statistics, a law of iterated logarithm and almost sure convergence to Wiener processes are established here. For the one-sample location problem, a sequential test procedure based on rank order statistics is proposed, and with the aid of the earlier results, it is shown that this has power one and arbitrarily small type I error.
Publié le : 1973-05-14
Classification:
Almost sure convergence to Wiener processes,
law of iterated logarithm,
probability of moderate deviations,
sequential test with power one,
rank order statistics,
60F10,
60F15,
62G99
@article{1176342426,
author = {Sen, Pranab Kumar and Ghosh, Malay},
title = {A Law of Iterated Logarithm for One-Sample Rank Order Statistics and an Application},
journal = {Ann. Statist.},
volume = {1},
number = {2},
year = {1973},
pages = { 568-576},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342426}
}
Sen, Pranab Kumar; Ghosh, Malay. A Law of Iterated Logarithm for One-Sample Rank Order Statistics and an Application. Ann. Statist., Tome 1 (1973) no. 2, pp. 568-576. http://gdmltest.u-ga.fr/item/1176342426/