ON THE ASYMPTOTIC NORMALITY OF ONE SAMPLE CHERNOFF-SAVAGE TEST STATISTICS.
COURANT INST OF MATHEMATICAL SCIENCES NEW YORK UNIV N Y
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Asympototic normality of a class of one sample Chernoff-Savage type of rank order statistics has been established by Govindarajulu 1960, Central limit theorems and asymptotic efficiency for one sample nonparametric procedures. His proof appears to be quite lengthy and cumbersome. The object of this note is to provide a greatly shortened and simplified proof of the same theorem. Author
- Statistics and Probability