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,Tea-Yuan

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