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May, 1974 Sequential Rank Tests for Location
Pranab Kumar Sen, Malay Ghosh
Ann. Statist. 2(3): 540-552 (May, 1974). DOI: 10.1214/aos/1176342714


In this paper, for the one and two sample location problems, a class of sequential tests based on robust rank order statistics is developed. The proposed tests terminate with probability one for square integrable score functions. Under more stringent regularity conditions and for local alternatives, the OC and ASN of the proposed tests are obtained, and the allied asymptotic relative efficiency results with respect to the sequential probability ratio and likelihood ratio tests are studied.


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Pranab Kumar Sen. Malay Ghosh. "Sequential Rank Tests for Location." Ann. Statist. 2 (3) 540 - 552, May, 1974.


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

zbMATH: 0283.62077
MathSciNet: MR378301
Digital Object Identifier: 10.1214/aos/1176342714

Primary: 62L10
Secondary: 62G10

Keywords: Asymptotic relative efficiency , asymptotic sequential tests , average sample number , OC function , termination with probability one , Wiener process approximation

Rights: Copyright © 1974 Institute of Mathematical Statistics


Vol.2 • No. 3 • May, 1974
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