Some rank tests of independence and the question of their power-function

Krišťák, Milan

doi:10.21136/AM.1971.103376

Geodesic

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Some rank tests of independence and the question of their power-function

Krišťák, Milan

Applications of Mathematics, Tome 16 (1971) no. 6, pp. 412-420.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

Résumé

The paper deals with the problem of testing independence of a pair of random variables

X = W + Δ, Y = W^{*} + Δ Z

by locally most powerful rank tests in a neighborhood of the point

Δ = 0

. The corresponding tests for double-exponentially and for normally distributed random variables

W

and

W^{*}

are introduced. The power-functions of the

U

-test in a neighborhood of the points

Δ = ρ = 0

for both cases are given numerically.

MR Zbl

DOI : 10.21136/AM.1971.103376

Classification : 62G10, 62G30

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     title = {Some rank tests of independence and the question of their power-function},
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Krišťák, Milan. Some rank tests of independence and the question of their power-function. Applications of Mathematics, Tome 16 (1971) no. 6, pp. 412-420. doi : 10.21136/AM.1971.103376. https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1971.103376/

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