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

Author:
Jan Kalina, kalina@euromise.cz

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

READING THE ARTICLE: You can read the article in portable document (.pdf) format (154876 bytes.)

NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.

This page has been accessed 1798 times since AUGUST 25, 2011.


Return to the InterStat Home Page.