Precedence-type tests based on record values |
| |
Authors: | N Balakrishnan Anna Dembińska Alexei Stepanov |
| |
Institution: | (1) Department of Mathematics and Statistics, McMaster University, 1280 Main Street West, Hamilton, ON, Canada, L8S 4K1;(2) Faculty of Mathematics and Information Science, Warsaw University of Technology, Pl. Politechniki 1, 00-661 Warsaw, Poland;(3) Department of Mathematics, Kaliningrad State Technical University, Sovietsky Prospect 1, Kaliningrad, 236000, Russia |
| |
Abstract: | Precedence-type tests based on order statistics are simple and efficient nonparametric tests that are very useful in the context
of life-testing, and they have been studied quite extensively in the literature; see Balakrishnan and Ng (Precedence-type
tests and applications. Wiley, Hoboken, 2006). In this paper, we consider precedence-type tests based on record values and
develop specifically record precedence test, record maximal precedence test and record-rank-sum test. We derive their exact
null distributions and tabulate some critical values. Then, under the general Lehmann alternative, we derive the exact power
functions of these tests and discuss their power under the location-shift alternative. We also establish that the record precedence
test is the uniformly most powerful test for testing against the one-parameter family of Lehmann alternatives. Finally, we
discuss the situation when we have insufficient number of records to apply the record precedence test and then make some concluding
remarks. |
| |
Keywords: | Precedence-type tests Records Distribution-free tests Lehmann alternative Uniformly most powerful test |
本文献已被 SpringerLink 等数据库收录! |
|