Contributions to the Theory of Rank Order Statistics--The One-Sample Case
Savage, I. Richard
Ann. Math. Statist., Tome 30 (1959) no. 4, p. 1018-1023 / Harvested from Project Euclid
The one-sample problem is considered using techniques developed earlier [2], [3]. Let $Z = (Z_1, \cdots, Z_N)$ be a random vector with $Z_i = 1(0)$ if the $i$th smallest in absolute value in a sample of $N$ from the density $f(x)$ is positive (negative). Then $$P(Z = z) = N! \int_{\cdots_{0\leqq y_1\leqq\cdots\leqq yN\leqq\infty}}\int \prod_{i=1}^N \lbrack f^{1-z_i} (-y_i)f^{z_i}(y_i) dy_i\rbrack$$ Conditions are found implying $P(Z = z) > P(Z = z')$ where $z$ is derived from $z'$ by replacing a 0 by a 1, or interchanging a 0 and 1 in $z'$ by moving the 1 to the right. These conditions are met by the normal and other distributions. The results are useful in finding good tests of such null hypotheses as $X_1, \cdots, X_N$ are independently and identically distributed symmetrically about zero against such alternatives as slippage to the right. The Wilcoxon one sample signed rank test is a typical nonparametric procedure used under these conditions [4].
Publié le : 1959-12-14
Classification: 
@article{1177706084,
     author = {Savage, I. Richard},
     title = {Contributions to the Theory of Rank Order Statistics--The One-Sample Case},
     journal = {Ann. Math. Statist.},
     volume = {30},
     number = {4},
     year = {1959},
     pages = { 1018-1023},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706084}
}
Savage, I. Richard. Contributions to the Theory of Rank Order Statistics--The One-Sample Case. Ann. Math. Statist., Tome 30 (1959) no. 4, pp.  1018-1023. http://gdmltest.u-ga.fr/item/1177706084/