Exact limiting Bahadur efficiencies of linear rank tests for scale are derived using a minor extension of the results of Hoadley. Efficiency curves are derived for the linear rank statistics of Mood, Freund and Ansari, and Capon and Klotz relative to the F test for normal scale alternatives when the null hypothesis is that of common normality.
Publié le : 1975-07-14
Classification:
6270,
6250,
Large deviation probabilities,
linear rank statistics,
scale alternatives,
Bahadur efficiency
@article{1176343195,
author = {Hwang, T. Y. and Klotz, J. H.},
title = {Bahadur Efficiency of Linear Rank Statistics for Scale Alternatives},
journal = {Ann. Statist.},
volume = {3},
number = {1},
year = {1975},
pages = { 947-954},
language = {en},
url = {http://dml.mathdoc.fr/item/1176343195}
}
Hwang, T. Y.; Klotz, J. H. Bahadur Efficiency of Linear Rank Statistics for Scale Alternatives. Ann. Statist., Tome 3 (1975) no. 1, pp. 947-954. http://gdmltest.u-ga.fr/item/1176343195/