A Generalized Version of Foster and Stuart's d-statistic
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Date
2019-02-01
Authors
Tanıl, Halil
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Publisher
Ankara Üniversitesi
Abstract
Assume that only the lists of upper k-records and lower k-records of a finite sequence are available and the existence of a monotonic trend in location is interested in. In this study, a distribution-free test based on the difference between the numbers of upper and lower k-records is proposed for this situation. The exact and asymptotic distributions of the proposed test statistic are obtained for a random continuous sequence which is independent and identically distributed (i.i.d.). Also, a comparison between the proposed test and some well-known distribution-free tests is made in terms of empirical powers.
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Keywords
Monotonic trend in location, Kth-records, Top-k-lists