ON ROBUST PROCEDURES.
JOHNS HOPKINS UNIV BALTIMORE MD DEPT OF STATISTICS
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The author discusses some robust rank tests for the two sample shift problem and a robust simple estimator for the location parameter of symmetric unimodal distributions. For a set F of density functions a maximum rank test is one which maximizes the minimum limiting Pitman efficiency relative to the best possible test for each member of F. The main theorem gives conditions for a maximun rank test to exist. The relationship of the present paper to the work of Birnbaum and Laska, Hodges and Lehman, and P. Huber is discussed. Author
- Statistics and Probability