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On Locally Most Powerful Sequential Rank Tests
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SYSNO ASEP 0474065 Document Type J - Journal Article R&D Document Type Journal Article Subsidiary J Článek ve WOS Title On Locally Most Powerful Sequential Rank Tests Author(s) Kalina, Jan (UTIA-B) Source Title Sequential Analysis - ISSN 0747-4946
Roč. 36, č. 1 (2017), s. 111-125Number of pages 15 s. Publication form Print - P Language eng - English Country US - United States Keywords nonparametric tests ; sequential ranks ; stopping variable Subject RIV BA - General Mathematics OECD category Pure mathematics R&D Projects GA17-07384S GA ČR - Czech Science Foundation (CSF) Institutional support UTIA-B - RVO:67985556 UT WOS 000395716300012 EID SCOPUS 85014910914 DOI 10.1080/07474946.2016.1275501 Annotation Sequential ranks are defined as ranks of such observations, which have been observed so far in a sequential design. This article 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. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2018
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