Title:
|
Simple random walk and rank order statistics (English) |
Author:
|
Očka, Igor |
Language:
|
English |
Journal:
|
Aplikace matematiky |
ISSN:
|
0373-6725 |
Volume:
|
22 |
Issue:
|
4 |
Year:
|
1977 |
Pages:
|
272-290 |
Summary lang:
|
English |
Summary lang:
|
Czech |
Summary lang:
|
Russian |
. |
Category:
|
math |
. |
Summary:
|
The distributions of rank order statistics are studied for the case of arbitrary sample sizes in the two sample problem. The method applied is a generalization of Dwass's method from his paper in Ann. Math. Statist. 38 (1967), based on the analogy of rank order statistics and functions on a simple random walk. (English) |
Keyword:
|
two sample problem |
Keyword:
|
rank order statistics |
Keyword:
|
simple random walk |
Keyword:
|
exact distributions |
MSC:
|
62G10 |
MSC:
|
62G30 |
idZBL:
|
Zbl 0394.62029 |
idMR:
|
MR0438583 |
DOI:
|
10.21136/AM.1977.103703 |
. |
Date available:
|
2008-05-20T18:07:39Z |
Last updated:
|
2020-07-28 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103703 |
. |
Reference:
|
[1] M. Dwass: Simple random walk and rank order statistics.Ann. Math. Statist. 38 (1967), 1042-1053. Zbl 0162.50204, MR 0215463, 10.1214/aoms/1177698773 |
Reference:
|
[2] W. Feller: An introduction to probability theory and its applications.2nd edition. J. Wiley, New York 1967. Zbl 0158.34902, MR 0243559 |
Reference:
|
[3] S. G. Mohanty B. R. Handa: Rank order statistics related to a generalized random walk.Studia Sci. Math. Hung. 5 (1970), 267-276. MR 0295488 |
Reference:
|
[4] J. Reimann I. Vincze: On the comparison of two samples with slightly different sizes.A Magyar Tud. Akad. matem. Kutató Intezetének Közleményei 5 (1960), 293-300. MR 0132649 |
. |