On Locally Most Powerful Sequential Rank Tests

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F17%3A00474065" target="_blank" >RIV/67985556:_____/17:00474065 - isvavai.cz</a>

Nalezeny alternativní kódy

RIV/67985807:_____/17:00471297

Výsledek na webu

<a href="http://dx.doi.org/10.1080/07474946.2016.1275501" target="_blank" >http://dx.doi.org/10.1080/07474946.2016.1275501</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1080/07474946.2016.1275501" target="_blank" >10.1080/07474946.2016.1275501</a>

Jazyk výsledku

angličtina

Název v původním jazyce

On Locally Most Powerful Sequential Rank Tests

Popis výsledku v původním jazyce

Sequential ranks are defined as ranks of such observations, which have been observed so far in a sequential design. This article studies hypotheses tests based on sequential ranks for different situations. The locally most powerful sequential rank test is derived for the hypothesis of randomness against a general alternative, including the two-sample difference in location or regression in location as special cases for the alternative hypothesis. Further, the locally most powerful sequential rank tests are derived for the one-sample problem and for independence of two samples in an analogous spirit as the classical results of Hájek and Šidák (1967) for (classical) ranks. The locally most powerful tests are derived for a fixed sample size and the results bring arguments in favor of existing tests. In addition, we propose a sequential testing procedure based on these statistics of the locally most powerful tests. Principles of such sequential testing are explained on the two-sample Wilcoxon test based on sequential ranks.

Název v anglickém jazyce

On Locally Most Powerful Sequential Rank Tests

Popis výsledku anglicky

Sequential ranks are defined as ranks of such observations, which have been observed so far in a sequential design. This article studies hypotheses tests based on sequential ranks for different situations. The locally most powerful sequential rank test is derived for the hypothesis of randomness against a general alternative, including the two-sample difference in location or regression in location as special cases for the alternative hypothesis. Further, the locally most powerful sequential rank tests are derived for the one-sample problem and for independence of two samples in an analogous spirit as the classical results of Hájek and Šidák (1967) for (classical) ranks. The locally most powerful tests are derived for a fixed sample size and the results bring arguments in favor of existing tests. In addition, we propose a sequential testing procedure based on these statistics of the locally most powerful tests. Principles of such sequential testing are explained on the two-sample Wilcoxon test based on sequential ranks.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

10101 - Pure mathematics

Projekt

<a href="/cs/project/GA17-07384S" target="_blank" >GA17-07384S: Neparametrické (statistické) metody v moderní ekonometrii</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Sequential Analysis

ISSN

0747-4946

e-ISSN

—

Svazek periodika

36

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

US - Spojené státy americké

Počet stran výsledku

15

Strana od-do

111-125

Kód UT WoS článku

000395716300012

EID výsledku v databázi Scopus

2-s2.0-85014910914