A New Formula for $P(R_i \leqq b_i, 1 \leqq i \leqq m \mid m, n, F = G^k)$
Steck, G. P.
Ann. Probab., Tome 2 (1974) no. 6, p. 155-160 / Harvested from Project Euclid
Let $X_1 \leqq X_2 \leqq\cdots \leqq X_m$ and $Y_1 \leqq Y_2 \leqq \cdots \leqq Y_n$ be independent samples of i.i.d. random variables from continuous distributions $F$ and $G$, respectively, and suppose $F(x) = \lbrack G(x)\rbrack^k$ or $F(x) = 1 - \lbrack 1 - G(x)\rbrack^k, k > 0.$ Let $R_i$ and $S_j$ denote the ranks of $X_i$ and $Y_j$, respectively, in the ordered combined sample. We express $P(R_i \leqq b_i$, all $i$) as the determinant of a simple $m \times m$ matrix. We also show that for increasing sequences $\{a_i\}$ and $\{b_i\}, P(a_i \leqq R_i \leqq b_i$, all $i\mid F, G) = P(\alpha_j \leqq S_j \leqq \beta_j$, all $j\mid F, G)$, where $\{\alpha_j\} = \{b_i\}^c$ and $\{\beta_j\} = \{a_i\}^c$ and complementation is with respect to the set $\{i\mid 1 \leqq i \leqq m + n\}$, for any pair of continuous distributions $F$ and $G$.
Publié le : 1974-02-14
Classification:  Distribution of ranks,  Lehmann alternatives,  62E15,  62G99
@article{1176996761,
     author = {Steck, G. P.},
     title = {A New Formula for $P(R\_i \leqq b\_i, 1 \leqq i \leqq m \mid m, n, F = G^k)$},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 155-160},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996761}
}
Steck, G. P. A New Formula for $P(R_i \leqq b_i, 1 \leqq i \leqq m \mid m, n, F = G^k)$. Ann. Probab., Tome 2 (1974) no. 6, pp.  155-160. http://gdmltest.u-ga.fr/item/1176996761/