On the Least Favorable Configuration of a Selection Procedure Based on Ranks.
PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS
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This document considers two types of statistics based on the sums of combined Wilcoxon type ranks and vector Friedman type ranks. Underlying populations are supposed to belong to the location or scale parameter family of distributions. Two approaches - subset selection and indifference zone - of ranking and selection procedures based on these statistics are considered in an asymptotic framework for selecting the population with the largest parameter value. The least favorable configurations of parameters are discussed by computing the exact moments of these statistics and introducing an assumption of order relation between the gaps of parameters. Author
- Statistics and Probability