Nguyen Van Ho, Department of mathematics, Polytechnic Institute of Hanoi, Hanoi, Vietnam
Abstract: Let $X_i$, $1\le i \le N$, be $N$ independent random variables (i.r.v.) with distribution functions (d.f.) $F_i (x,\Theta)$, $1\le i \le N$, respectively, where $\Theta$ is a real parameter. Assume furthermore that $F_i(\cdot,0)=F(\cdot)$ for $1\le i \le N$. \endgraf Let $R=(R_1,\ldots,R_N)$ and $R^+=(R_1^+,\ldots,R_N^+)$ be the rank vectors of $X = (X_1,\ldots,X_N)$ and $|X| = (|X_1|,\ldots,|X_N|)$, respectively, and let $V = (V_1,\ldots,V_N)$ be the sign vector of $X$. The locally most powerful rank tests (LMPRT) $S=S(R)$ and the locally most powerful signed rank tests (LMPSRT) $S=S(R^+,V)$ will be found for testing $\Theta= 0$ against $\Theta>0$ or $\Theta<0$ with $F$ being arbitrary and with $F$ symmetric, respectively.
Keywords: locally most powerful rank tests, randomness, symmetry
Classification (MSC 1991): 62G10
Full text available as PDF (smallest), as compressed PostScript (.ps.gz) or as raw PostScript (.ps).
Access to the full text of journal articles on this site is restricted to the subscribers of Myris Trade.
To activate your access, please contact Myris Trade at myris@myris.cz.
Subscribers of Springer (formerly Kluwer) need to access the articles on their site, which is http://www.springeronline.com/10492.