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On Locally Most Powerful Sequential Rank Tests
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SYSNO ASEP 0471297 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název On Locally Most Powerful Sequential Rank Tests Tvůrce(i) Kalina, Jan (UIVT-O) RID, SAI, ORCID Zdroj.dok. Sequential Analysis - ISSN 0747-4946
Roč. 36, č. 1 (2017), s. 111-125Poč.str. 15 s. Jazyk dok. eng - angličtina Země vyd. US - Spojené státy americké Klíč. slova nonparametric tests ; sequential ranks ; stopping variable Vědní obor RIV BA - Obecná matematika Obor OECD Pure mathematics CEP GA17-07384S GA ČR - Grantová agentura ČR Institucionální podpora UIVT-O - RVO:67985807 UT WOS 000395716300012 EID SCOPUS 85014910914 DOI 10.1080/07474946.2016.1275501 Anotace 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. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2018
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