On the asymptotic properties of rank statistics for the two-sample location and scale problem
Applications of Mathematics, Tome 30 (1985) no. 6, pp. 425-434.
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The equivalence of the symmetry of density of the distribution of observations and the oddness and evenness of the score-generating functions for the location and the scale problem, respectively, is established at first. Then, it is shown that the linear rank statistics with scores generated by these functions are asymptotically independent under the hypothesis of randomness as well as under contiguous alternatives in the last part of the paper. The linear and quadratic forms of these statistics are considered for testing the two-sample location-scale problem simultaneously.
DOI :
10.21136/AM.1985.104172
Classification :
62E20, 62G10
Mots-clés : hypothesis of randomness; two-sample location-scale problem; quadratic forms of linear rank statistics; asymptotically independent; contiguous alternatives; asymptotic power; alternatives of difference in location and scale; score generating function
Mots-clés : hypothesis of randomness; two-sample location-scale problem; quadratic forms of linear rank statistics; asymptotically independent; contiguous alternatives; asymptotic power; alternatives of difference in location and scale; score generating function
@article{10_21136_AM_1985_104172, author = {Goria, Mohamed N. and Vorl{\'\i}\v{c}kov\'a, Dana}, title = {On the asymptotic properties of rank statistics for the two-sample location and scale problem}, journal = {Applications of Mathematics}, pages = {425--434}, publisher = {mathdoc}, volume = {30}, number = {6}, year = {1985}, doi = {10.21136/AM.1985.104172}, mrnumber = {0813531}, zbl = {0614.62052}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1985.104172/} }
TY - JOUR AU - Goria, Mohamed N. AU - Vorlíčková, Dana TI - On the asymptotic properties of rank statistics for the two-sample location and scale problem JO - Applications of Mathematics PY - 1985 SP - 425 EP - 434 VL - 30 IS - 6 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1985.104172/ DO - 10.21136/AM.1985.104172 LA - en ID - 10_21136_AM_1985_104172 ER -
%0 Journal Article %A Goria, Mohamed N. %A Vorlíčková, Dana %T On the asymptotic properties of rank statistics for the two-sample location and scale problem %J Applications of Mathematics %D 1985 %P 425-434 %V 30 %N 6 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1985.104172/ %R 10.21136/AM.1985.104172 %G en %F 10_21136_AM_1985_104172
Goria, Mohamed N.; Vorlíčková, Dana. On the asymptotic properties of rank statistics for the two-sample location and scale problem. Applications of Mathematics, Tome 30 (1985) no. 6, pp. 425-434. doi : 10.21136/AM.1985.104172. https://geodesic-test.mathdoc.fr/articles/10.21136/AM.1985.104172/
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