Abstract
For one sample rank order statistics, a law of iterated logarithm and almost sure convergence to Wiener processes are established here. For the one-sample location problem, a sequential test procedure based on rank order statistics is proposed, and with the aid of the earlier results, it is shown that this has power one and arbitrarily small type I error.
Citation
Pranab Kumar Sen. Malay Ghosh. "A Law of Iterated Logarithm for One-Sample Rank Order Statistics and an Application." Ann. Statist. 1 (3) 568 - 576, May, 1973. https://doi.org/10.1214/aos/1176342426
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