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A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues

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  • Mason, David M.

Abstract

One and two sample rank statistics are shown in general to be more efficient in the Bahadur sense than their sequential rank statistic analogues as defined by Mason (1981, Ann. Statist.9 424-436) and Lombard (1981, South African Statist. J.15 129-152), even though the two families of statistics (those based on full ranks and those based on sequential ranks) have the same Pitman efficiency against local alternatives. In the process, general results on large deviation probabilities and laws of large numbers for statistics based on sequential ranks are obtained.

Suggested Citation

  • Mason, David M., 1984. "A Bahadur efficiency comparison between one and two sample rank statistics and their sequential rank statistic analogues," Journal of Multivariate Analysis, Elsevier, vol. 14(2), pages 181-200, April.
    • Handle: RePEc:eee:jmvana:v:14:y:1984:i:2:p:181-200
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    Cited by:

    1. Amitava Mukherjee, 2013. "Nonparametric Phase-II monitoring for detecting monotone trend based on inverse sampling," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(2), pages 131-153, June.

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