A Rank Statistic for Non-parametric <var>k</var>-sample and Change Point Problems
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- Nishiyama Yoichi
- The Institute of Statistical Mathematics, 10-3 Midori-cho, Tachikawa, Tokyo 190-8562, Japan.
Bibliographic Information
- Other Title
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- A rank statistic for non-parametric k-sample and change point problems
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Abstract
We consider k-sample and change point problems for independent data in a unified way. We propose a test statistic based on the rank statisitcs. The asymptotic distribution under the null hypothesis is shown to be the supremum of the 2-dimensional standard Brownian pillow. Also, the test is shown to be consistent under the alternative that k distribution functions are linearly independent. It is important from practical point of view that our test is not only asymptotically distribution free but also distribution free even for fixed finite sample.
Journal
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- JOURNAL OF THE JAPAN STATISTICAL SOCIETY
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JOURNAL OF THE JAPAN STATISTICAL SOCIETY 41 (1), 067-073, 2011
THE JAPAN STATISTICAL SOCIETY
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Details 詳細情報について
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- CRID
- 1390282680264278912
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- NII Article ID
- 10029335267
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- NII Book ID
- AA1105098X
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- ISSN
- 13486365
- 18822754
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- NDL BIB ID
- 11216445
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- Text Lang
- en
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- Data Source
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- JaLC
- NDL
- Crossref
- CiNii Articles
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- Abstract License Flag
- Disallowed