Author : Stanford University. Applied Mathematics and Statistics Laboratory
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.F/5 ( download)
Book Synopsis On Large Deviations and Bahadur Efficiency of Linear Rank Statistics by : Stanford University. Applied Mathematics and Statistics Laboratory
Download or read book On Large Deviations and Bahadur Efficiency of Linear Rank Statistics written by Stanford University. Applied Mathematics and Statistics Laboratory and published by . This book was released on 1969 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt: A new, simpler proof of the main theorem of AD-659 994 is presented. This theorem enabled one to approximate the sample size needed by a test with type I error alpha to achieve type II error beta at a fixed alternative hypothesis. This approximation involved a quantity called the exact slope, an information number which is, very roughly, something like the channel capacity of the real world-test-statistician 'channel'. Theorem 4 provides a method for numerically calculating the exact slope; such calculations are carried out for two-sample Wilcoxon, normal-scores and median tests against normal, logistic and double exponential shift alternatives. (Author).