A Distribution-Free Test for Extremes with Radar Applications in ECM and ECCM
Research and development rept. Jun 1968-Jan 1969
NAVAL ELECTRONICS LAB CENTER SAN DIEGO CA
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As part of the development of distribution-free detectors statistical tests for radar application, the problem of detecting extreme values in a sample is investigated. A rank statistic S is defined and its properties are studied. The statistic is found capable of achieving a preassigned probability of falsely rejecting the null hypothesis when it is true, provided the sample is large enough. False-alarm probability, that is to say, can be controlled. Properties of the statistic are compared to those of the Mann-Whitney-Wilcoxon U-statistic. Radar applications are suggested.