Article ID Journal Published Year Pages File Type
10526266 Statistics & Probability Letters 2005 12 Pages PDF
Abstract
Let {X1,…,Xn} be stationary associated random variables with one dimensional marginal distribution function F. We study the properties of the classical sign statistic and the Wilcoxon-signed rank statistic for testing for shift in location in the above set up. In the process, we extend the Newman's inequality to functions of bounded variation which are mixtures of absolutely continuous component and discrete component only.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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