Hypotheses Tests Based on Sequential Ranks

by Jan Kalina.

Abstract: Sequential ranks are defined as ranks computed from the data observed so far in a sequential design. This paper studies tests of various hypotheses based on sequential ranks and derives locally most powerful tests among all tests based on sequential ranks. The test is carried out each time after obtaining a new observation and only the computation of the sequential rank of the new observation is required.

Key Words: Hypotheses tests, Sequential Analysis, Contiguous alternatives

Jan Kalina, kalina@euromise.cz

Editor: Hanzhe Zheng, Hanzhe.zheng@spcorp.com

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