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PROPERTIES OF THE GENERALIZED SPRT BASED ON RANKS.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Let X sub l, Y sub l, S sub 2, Y sub 2,...be independently and identically distributed bivariate random variables with a joint distribution H.,. which has continuous marginal distribution F. and G.. The authors test the null hypothesis H sub o X,Y are independent, and G F against the alternative hypothesis H sub 1 X,Y are independent, and G FA where a 1 is a known constant. At the nth state of experimentation the available information is the ranks of Y sub 1, . . ., Y sub n among X sub 1, . . . , X sub n, Y sub 1, . . . Y sub n. Use is made of a sequential probality-ratio test based on ranks. If the distribution of X,Y is H.,. with marginals F. and G. and SA,H SA,F,G does not equal o where SA,F,G log 4A-2-integral logFx AGx dFx that this sequential test terminates with probability 1 and that the moment generating function of the required sample size is finite.
Contract Number 2: