Translator Disclaimer
January, 1974 Asymptotic Sufficiency of the Vector of Ranks in the Bahadur Sense
Jaroslav Hajek
Ann. Statist. 2(1): 75-83 (January, 1974). DOI: 10.1214/aos/1176342614

Abstract

We shall consider the hypothesis of randomness under which two samples $X_1, \cdots, X_n$ and $Y_1, \cdots, Y_m$ have an identical but arbitrary continuous distribution. The vector of ranks $(R_1, \cdots, R_{n+m})$ will be shown to be asymptotically sufficient in the Bahadur sense for testing randomness against a general class of two-sample alternatives, simple ones as well as composite ones. In other words, the best exact slope will be attainable by rank statistics, uniformly throughout the alternative.

Citation

Download Citation

Jaroslav Hajek. "Asymptotic Sufficiency of the Vector of Ranks in the Bahadur Sense." Ann. Statist. 2 (1) 75 - 83, January, 1974. https://doi.org/10.1214/aos/1176342614

Information

Published: January, 1974
First available in Project Euclid: 12 April 2007

zbMATH: 0286.62026
MathSciNet: MR356355
Digital Object Identifier: 10.1214/aos/1176342614

Rights: Copyright © 1974 Institute of Mathematical Statistics

JOURNAL ARTICLE
9 PAGES


SHARE
Vol.2 • No. 1 • January, 1974
Back to Top