Locally Most Powerful and Other Rank Tests for Independence – with a Contaminated Weighted Alternative |
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Authors: | Parameshwar V Pandit |
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Institution: | (1) Department of Statistics, Karnatak Arts College, Dharwad, 580001, India |
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Abstract: | Several authors in the literature have attempted the quantification of the concept of stochastic dependence for bivariate distribution. Two weighted rank tests for testing independence against a weighted contamination alternative is proposed and their distributional properties are studied. We also derived a locally most powerful rank test for the alternative setting. The rank tests proposed are shown to be asymptotic locally most powerful for specific distributions. |
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Keywords: | Weighted rank tests Independence tests Locally most powerful rank tests |
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