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Title: Two-sample rank tests based on exceeding observations (English)
Author: Stoimenova, Eugenia
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 52
Issue: 4
Year: 2007
Pages: 345-352
Summary lang: English
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Category: math
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Summary: Simple rank statistics are used to test that two samples come from the same distribution. Šidák’s $E$-test (Apl. Mat. 22 (1977), 166–175) is based on the number of observations from one sample that exceed all observations from the other sample. A similar test statistic is defined in Ann. Inst. Stat. Math. 52 (1970), 255–266. We study asymptotic behavior of the moments of both statistics. (English)
Keyword: location problem
Keyword: $E$-test statistic
Keyword: $M$-test statistic
MSC: 62G10
MSC: 62G20
idZBL: Zbl 1164.62347
idMR: MR2324732
DOI: 10.1007/s10492-007-0019-0
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Date available: 2009-09-22T18:30:17Z
Last updated: 2020-07-02
Stable URL: http://hdl.handle.net/10338.dmlcz/134680
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Reference: [1] T.  Haga: A two-sample rank test on location.Ann. Inst. Stat. Math. 11 (1960), 211–219. Zbl 0207.18503, MR 0119315, 10.1007/BF01682330
Reference: [2] J.  Hájek, Z. Šidák: Theory of rank tests.Academic Press, Orlando, 1967. MR 0229351
Reference: [3] S.  Rosenbaum: Tables for a nonparametric test of location.Ann. Math. Stat. 25 (1954), 146–150. Zbl 0056.37602, MR 0061314, 10.1214/aoms/1177728854
Reference: [4] Z.  Šidák: Tables for the two-sample location $E$-test based on exceeding observations.Apl. Mat. 22 (1977), 166–175. MR 0440791
Reference: [5] Z.  Šidák, J.  Vondráček: A simple non-parametric test of the difference in location of two populations.Apl. Mat. 2 (1957), 215–221. MR 0090203
Reference: [6] E.  Stoimenova: Rank tests based on exceeding observations.Ann. Inst. Stat. Math. 52 (2000), 255–266. Zbl 0959.62042, MR 1763562, 10.1023/A:1004161721553
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