Locally Most Powerful Sequential Rank Tests

0490773 - ÚI 2019 HU eng A - Abstrakt
Kalina, Jan
Locally Most Powerful Sequential Rank Tests.
Abstracts of the 9-th International Workshop on Applied Probability. Budapest: IWAP International Board, 2018 - (Márkus, L.; Prokaj, V.). s. 17-17
[International Workshop on Applied Probability /9./. 18.06.2018-21.06.2018, Budapešť]
Grant CEP: GA ČR GA17-07384S
Institucionální podpora: RVO:67985807
https://iwap2018.com/upload/BEK072_01.pdf

Sequential ranks are defined as ranks of such observations, which have been observed so far in a sequential design. This paper 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. All these 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.
Trvalý link: http://hdl.handle.net/11104/0284918