Accession Number : AD0722030
Title : Nonparametric Tests of Homogeneity Against Restricted Alternatives in a One-Way Classification.
Descriptive Note : Technical memo.,
Corporate Author : PENNSYLVANIA STATE UNIV UNIVERSITY PARK ORDNANCE RESEARCH LAB
Personal Author(s) : Tryon,Peter V.
Report Date : 20 JUL 1970
Pagination or Media Count : 118
Abstract : The Chernoff-Savage Theorem is extended to prove that the (c2) dimensional vector of Chernoff Savage two-sample statistics computed among samples from c populations and statistics in the class L of linear combinations of the (c2) two-sample statistics are asymptotically normally distributed. A sub-class L* of L consisting of linear combinations of c-1 two-sample statistics computed using adjacent samples under an ordered alternative is studied. Each statistic T epsilon L has an 'equivalent' statistic T* epsilon L*. For testing homogeneity of location against ordered alternatives, the Pitman and Bahadur approximate efficiencies of T* with respect to T are one and greater than one, respectively, while T* is computationally simpler than T. However, for very small sample sizes, the variance of T* under HO may be greater than that of T, possibly offsetting the increased Bahadur efficiency. If the ordered alternative is further restricted by specifying the relative spacing in the alternative, the statistic in L* having maximum Pitman efficiency is obtained. It is proved that the statistics in L proposed by Jonckheere and Puri have maximum Pitman efficiency for equal spacings. (Author)
Descriptors : (*STATISTICAL TESTS, SAMPLING), EXPERIMENTAL DESIGN, ANALYSIS OF VARIANCE, DISTRIBUTION FUNCTIONS, THEOREMS, THESES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE