Title:
|
Some rank tests of independence and the question of their power-function (English) |
Author:
|
Krišťák, Milan |
Language:
|
English |
Journal:
|
Aplikace matematiky |
ISSN:
|
0373-6725 |
Volume:
|
16 |
Issue:
|
6 |
Year:
|
1971 |
Pages:
|
412-420 |
Summary lang:
|
Czech |
Summary lang:
|
Slovak |
. |
Category:
|
math |
. |
Summary:
|
The paper deals with the problem of testing independence of a pair of random variables $X=W+\Delta ,\ Y=W^*+\Delta Z$ by locally most powerful rank tests in a neighborhood of the point $\Delta =0$. The corresponding tests for double-exponentially and for normally distributed random variables $W$ and $W^*$ are introduced. The power-functions of the $U$-test in a neighborhood of the points $\Delta =\rho =0$ for both cases are given numerically. () |
MSC:
|
62G10 |
MSC:
|
62G30 |
idZBL:
|
Zbl 0246.62060 |
idMR:
|
MR0293796 |
DOI:
|
10.21136/AM.1971.103376 |
. |
Date available:
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2008-05-20T17:52:01Z |
Last updated:
|
2020-07-28 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103376 |
. |
Reference:
|
[1] Elandt, Regina: Exact and Approximate Power of the Non-parametric Test of Tendecy.Ann. Math. Stat. 33, 471-481, 1962. MR 0137239, 10.1214/aoms/1177704574 |
Reference:
|
[2] J. Hájek Z. Šidák: Theory of Rank Tests.Academia Praha 1967. MR 0229351 |
Reference:
|
[3] I. P. Natanson: Teorija funkcij veščestvennoj peremenoj.Moskva 1957. |
Reference:
|
[4] : Tables of the Binomial Probability Distribution.Nat. Bur. of Stand. Appl. Math. Ser. 6, 1950. |
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