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Expectation of rank statistics under setup of stochastic inequalities

Article ID Journal Published Year Pages File Type
1150772 Journal of Statistical Planning and Inference 2006 9 Pages PDF
Abstract
The paper presents a general result on the order of means of rank scores under setup of stochastic inequalities between the original observations. The result also describes the order of the ranks themselves. Some illustrative applications in the change-point problem are introduced.
Keywords
62G3062G1062G0562G99Ordered alternativesLinear rank statisticsExpectationRankschange-point problem
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Preview
Expectation of rank statistics under setup of stochastic inequalities
Authors
A. Slabý,
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Journal
Journal of Statistical Planning and Inference
Journal: Journal of Statistical Planning and Inference
Related Categories
62G30
62G10
62G05
62G99
Ordered alternatives
Linear rank statistics
Expectation
Ranks
change-point problem
Algebra and Number Theory
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