Asymptotic Normality and Efficiency of Certain Nonparametric Test Statistics
Chernoff, Herman ; Savage, I. Richard
Ann. Math. Statist., Tome 29 (1958) no. 4, p. 972-994 / Harvested from Project Euclid
Let $X_1, \cdots, X_m$ and $Y_1, \cdots, Y_n$ be ordered observations from the absolutely continuous cumulative distribution functions $F(x)$ and $G(x)$ respectively. If $z_{Ni} = 1$ when the $i$th smallest of $N = m + n$ observations is an $X$ and $z_{Ni} = 0$ otherwise, then many nonparametric test statistics are of the form $$mT_N = \sum^N_{i = 1} E_{Ni}z_{Ni}.$$ Theorems of Wald and Wolfowitz, Noether, Hoeffding, Lehmann, Madow, and Dwass have given sufficient conditions for the asymptotic normality of $T_N$. In this paper we extend some of these results to cover more situations with $F \neq G$. In particular it is shown for all alternative hypotheses that the Fisher-Yates-Terry-Hoeffding $c_1$-statistic is asymptotically normal and the test for translation based on it is at least as efficient as the $t$-test.
Publié le : 1958-12-14
Classification: 
@article{1177706436,
     author = {Chernoff, Herman and Savage, I. Richard},
     title = {Asymptotic Normality and Efficiency of Certain Nonparametric Test Statistics},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 972-994},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706436}
}
Chernoff, Herman; Savage, I. Richard. Asymptotic Normality and Efficiency of Certain Nonparametric Test Statistics. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  972-994. http://gdmltest.u-ga.fr/item/1177706436/