Accession Number:

ADA007731

Title:

On the Efficiency of Sequentially-Calculated Rank Tests.

Descriptive Note:

Memorandum rept.,

Corporate Author:

BALLISTIC RESEARCH LABS ABERDEEN PROVING GROUND MD

Personal Author(s):

Report Date:

1975-02-01

Pagination or Media Count:

15.0

Abstract:

A sequentially-calculated rank test is defined whose asymptotic relative efficiency with respect to the standard two-sample rank test using the same score function is 34. The sequentially-calculated statistic can be computed more quickly than the standard version, so that in real-time applications e.g., signal processing the effective efficiency may be nearly 1.5. Moreover, the proposed statistic uses less temporary storage, and its evolution in time is observable without additional computation.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE