Accession Number : AD0731800

Title :   On the Robustness of Rank Order Tests and Estimates in the Generalized Multivariate One-Sample Location Problem.

Descriptive Note : Final rept.,

Corporate Author : INDIANA UNIV BLOOMINGTON DEPT OF MATHEMATICS

Personal Author(s) : Sen,Pranab Kumar ; Puri,Madan Lal

Report Date : JUN 1971

Pagination or Media Count : 42

Abstract : For stochastic vectors, not necessarily identically distributed, the sign invariant permutation distribution theory of rank order statistics is developed and utilized in the construction of a class of conditionally distribution-free tests for diagonal symmetry. The asymptotic multinormality of the rank order statistics, when the null hypothesis of sign-invariance is not necessarily true, is extended to the case when each observation may have different distribution. Some interesting inequalities on the covariance matrix of rank order statistics are obtained. These results are used in studying the robustness of rank order tests and estimates for heterogeneous distributions. (Author)

Descriptors :   (*MULTIVARIATE ANALYSIS, *STATISTICAL TESTS), STATISTICAL DISTRIBUTIONS, STOCHASTIC PROCESSES, VECTOR SPACES, DISTRIBUTION THEORY, PERMUTATIONS, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE