Optimal sign tests for data from ranked set samples
This paper considers the one-sample sign test for data obtained from general ranked set sampling when the number of observations for each rank are not necessarily the same, and proposes a weighted sign test because observations with different ranks are not identically distributed. The optimal weight for each observation is distribution free and only depends on its associated rank. It is shown analytically that (1) the weighted version always improves the Pitman efficiency for all distributions; and (2) the optimal design is to select the median from each ranked set.
Year of publication: |
2005
|
---|---|
Authors: | Wang, You-Gan ; Zhu, Min |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 72.2005, 1, p. 13-22
|
Publisher: |
Elsevier |
Keywords: | Nonparametric Pitman efficiency Ranked set sampling Sign tests |
Saved in:
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