Rank Tests for correlated Random Variables

✍ Scribed by Prof. Dr. E. Brunner; N. Neumann

• Publisher: John Wiley and Sons
• Year: 1982
• Tongue: English
• Weight: 612 KB
• Volume: 24
• Category: Article
• ISSN: 0323-3847
• DOI: 10.1002/bimj.4710240408

✦ Synopsis

Abstract

In this paper we consider the asymptotic distribution of linear rank‐statistics allowing certain dependencies between the random variables. General theorems will be given, from which the results contained in SEN (1967a, 1967b, 1968), MEHRA/SEN (1969) and PURI/SEN (1971) can be derived. Applying these theorems we can derive ranktests for the two‐sample problem for tied observations, for the two‐factor mixed model with random interaction and for a hierarchical design. The distribution of the proposed teststatistics for small sample sizes is considered by Monte‐Carlo studies.