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Nonparametric test of restricted interchangeability

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Abstract

Exact and large sample distributions of the rank order test under the null hypothesis of restricted interchangeability are obtained. Under given regularity conditions and under Pitman's shift in location alternative, the asymptotic relative efficiency of this nonparametric test in comparison with Votaw's (1948, Ann. Math. Statist., 19, 447–473) likelihood ratio test is given.

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References

  • Chernoff, H. and Savage, I. R. (1958). Asymptotic normality and efficiency of certain nonparametric test statisties, Ann. Math. Statist., 29, 972–996.

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  • Sen, P. K. (1967b). On some nonparametric generalizations of Wilks' tests for H M, H VC and H MVC, I, Ann. Inst. Statist. Math., 19, 451–471.

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  • Votaw, D. F.Jr. (1948). Testing compound symmetry in a normal multivariate distribution, Ann. Math. Statist., 19, 447–473.

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Authors and Affiliations

  1. The Procter and Gamble Company, Miami Valley Laboratories, P.O. Box 39175, 45247, Cincinnati, OH, U.S.A.

    George R. Jerdack

  2. Department of Biostatistics, School of Public Health, The University of North Carolina, CB# 7400, Rosenau Hall, 27599-7400, Chapel Hill, NC, U.S.A.

    Pranab Kumar Sen

Authors
  1. George R. Jerdack
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  2. Pranab Kumar Sen
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Jerdack, G.R., Sen, P.K. Nonparametric test of restricted interchangeability. Ann Inst Stat Math 42, 99–114 (1990). https://doi.org/10.1007/BF00050782

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  • DOI: https://doi.org/10.1007/BF00050782

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