Theoretical Statistics and Mathematics Unit, ISI Delhi

Wilcoxon-signed rank test for associated sequences

by Isha Dewan and B.L.S. Prakasa Rao

Let $\{X_1, \ldots, X_n \}$ be stationary associated random variables with one dimensional marginal distribution function F . We study the properties of the classical sign statistic and the Wilcoxon-signed rank statistic for testing for shift in location in the above set up. In the process we extend the Newman's inequality to functions of bounded variation which are mixtures of absolutely continuous component and discrete component only.

isid/ms/2004/15 [fulltext]

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