On a Further Robustness Property of the Test and Estimator Based on Wilcoxon's Signed Rank Statistic
Sen, Pranab Kumar
Ann. Math. Statist., Tome 39 (1968) no. 6, p. 282-285 / Harvested from Project Euclid
The robust-efficiency of the test and estimator based on Wilcoxon's [7] signed rank statistic when the sample observations are drawn from different populations is studied here. Let $X_1, \cdots, X_n$ be $n$ independent random variables distributed according to continuous cumulative distribution functions (cdf) $F_1(x), \cdots, F_n(x)$, respectively. Let $\mathscr{F}$ be the class of all continuous cdf's which are symmetric about their medians. If $F_1 = \cdots = F_n = F \varepsilon \mathscr{F}$, the Wilcoxon's [7] signed rank statistic provides a robust test for and estimator of the median of $F(x)$, (cf. [2], [4], [6], [7]). The asymptotic relative efficiency (ARE) of this test and estimator has been studied by Hodges and Lehmann [1]. The present investigation is concerned with the study of the robust-efficiency of the same when $F_1, \cdots, F_n$ are not necessarily identical.
Publié le : 1968-02-14
Classification: 
@article{1177698535,
     author = {Sen, Pranab Kumar},
     title = {On a Further Robustness Property of the Test and Estimator Based on Wilcoxon's Signed Rank Statistic},
     journal = {Ann. Math. Statist.},
     volume = {39},
     number = {6},
     year = {1968},
     pages = { 282-285},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698535}
}
Sen, Pranab Kumar. On a Further Robustness Property of the Test and Estimator Based on Wilcoxon's Signed Rank Statistic. Ann. Math. Statist., Tome 39 (1968) no. 6, pp.  282-285. http://gdmltest.u-ga.fr/item/1177698535/