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Locally Most Powerful Sequential Rank Tests
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SYSNO ASEP 0490773 Druh ASEP A - Abstrakt Zařazení RIV Záznam nebyl označen do RIV Zařazení RIV Není vybrán druh dokumentu Název Locally Most Powerful Sequential Rank Tests Tvůrce(i) Kalina, Jan (UIVT-O) RID, SAI, ORCID Zdroj.dok. Abstracts of the 9-th International Workshop on Applied Probability. - Budapest : IWAP International Board, 2018 / Márkus L. ; Prokaj V.
S. 17-17Poč.str. 1 s. Akce International Workshop on Applied Probability /9./ Datum konání 18.06.2018 - 21.06.2018 Místo konání Budapešť Země HU - Maďarsko Typ akce WRD Jazyk dok. eng - angličtina Země vyd. HU - Maďarsko CEP GA17-07384S GA ČR - Grantová agentura ČR Institucionální podpora UIVT-O - RVO:67985807 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. 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. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2019
Počet záznamů: 1