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Tests no parametricos en forma secuencial

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Trabajos de Estadistica

Summary

This paper is concerned with tests of distribution free methods in sequential form. One of the most outstanding features of this methods is the broad field of application, we don’t need almost any assumption about the distribution function of the random variable that we study. Unfortunately this distribution free methods need a large sample size to get the neccessary accuracy, so the usefulness of sequential methods that have great savings in average sample size. The distribution free test in sequential form has two very important proprieties, broad field of application and a small average sample size.

In the first chapter the author give a test S for the median of any distribution, that, in the case of normal distribution has one relative efficiency of 60% againts Wald sequential test, and about 120% against current most powerful test. So we can use this test S instead of the most powerful test with advantage in sample size and in numerical calculus, because the test S is very simple.

In the second chapter, the previous tests S is adapted to “two sample problem”, in first time with alternative hypothesis of differences in location, and then generalized to any alternative. With normal distribution and alternative hypothesis of differences in location the test presented by the author is most powerful and smaller in sample size than other usual tests, Wilcoxon, Wald and Wolfowitz, Epstein, Tsao.

In the chapter three the author study the tests of randomness in a similar way.

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Authors
  1. José Romaní
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Instituto Investigaciones Estadisticas

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Romaní, J. Tests no parametricos en forma secuencial. Trabajos de Estadistica 7, 43–96 (1956). https://doi.org/10.1007/BF03030141

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