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Locally Most Powerful Sequential Rank Tests

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    SYSNO ASEP0490773
    Document TypeA - Abstract
    R&D Document TypeThe record was not marked in the RIV
    R&D Document TypeNení vybrán druh dokumentu
    TitleLocally Most Powerful Sequential Rank Tests
    Author(s) Kalina, Jan (UIVT-O) RID, SAI, ORCID
    Source TitleAbstracts of the 9-th International Workshop on Applied Probability. - Budapest : IWAP International Board, 2018 / Márkus L. ; Prokaj V.
    S. 17-17
    Number of pages1 s.
    ActionInternational Workshop on Applied Probability /9./
    Event date18.06.2018 - 21.06.2018
    VEvent locationBudapešť
    CountryHU - Hungary
    Event typeWRD
    Languageeng - English
    CountryHU - Hungary
    R&D ProjectsGA17-07384S GA ČR - Czech Science Foundation (CSF)
    Institutional supportUIVT-O - RVO:67985807
    AnnotationSequential 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.
    WorkplaceInstitute of Computer Science
    ContactTereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800
    Year of Publishing2019
Number of the records: 1  

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