
Accession Number : AD0757025
Title : Chernoff Efficiency of Linear Rank Statistics.
Descriptive Note : Technical rept.,
Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS
Personal Author(s) : Hwang,TeaYuan
Report Date : DEC 1972
Pagination or Media Count : 76
Abstract : A theorem of Hoadley used to compute large deviation probabilities for linear rank statistics with bounded score functions is extended to cover the unbounded case. The theorem is then applied to compute large deviation probabilities under alternatives in order to obtain the Chernoff efficiency of linear rank statistics. Numerical values are obtained under normal location alternatives for the two sample Wilcoxon and are shown to decrease more slowly than do corresponding Bahadur efficiency values with increasing location difference. (Author)
Descriptors : (*STATISTICAL ANALYSIS, THEOREMS), SAMPLING, PROBABILITY, STATISTICAL TESTS, INEQUALITIES, CURVE FITTING, GRAPHICS, COMPUTER PROGRAMS, THESES
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE