On Locally Most Powerful Sequential Rank Tests

0471297 - ÚI 2018 RIV US eng J - Článek v odborném periodiku
Kalina, Jan
On Locally Most Powerful Sequential Rank Tests.
Sequential Analysis. Roč. 36, č. 1 (2017), s. 111-125. ISSN 0747-4946. E-ISSN 1532-4176
Grant CEP: GA ČR GA17-07384S
Grant ostatní: Nadační fond na podporu vědy(CZ) Neuron
Institucionální podpora: RVO:67985807
Klíčová slova: nonparametric tests * sequential ranks * stopping variable
Obor OECD: Pure mathematics
Impakt faktor: 0.441, rok: 2017

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 in an analogous spirit as the classical results of Hájek and Šidák (1967) for (classical) ranks. The locally most powerful 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/11104/0268685