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May, 1973 A Law of Iterated Logarithm for One-Sample Rank Order Statistics and an Application
Pranab Kumar Sen, Malay Ghosh
Ann. Statist. 1(3): 568-576 (May, 1973). DOI: 10.1214/aos/1176342426

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.

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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

Information

Published: May, 1973
First available in Project Euclid: 12 April 2007

zbMATH: 0258.60023
MathSciNet: MR365887
Digital Object Identifier: 10.1214/aos/1176342426

Subjects:
Primary: 60F10
Secondary: 60F15 , 62G99

Keywords: Almost sure convergence to Wiener processes , Law of iterated logarithm , probability of moderate deviations , rank order statistics , sequential test with power one

Rights: Copyright © 1973 Institute of Mathematical Statistics

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Vol.1 • No. 3 • May, 1973
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