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Rank Tests for correlated Random Variables
Author(s) -
Brunner E.,
Neumann N.
Publication year - 1982
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710240408
Subject(s) - mathematics , rank (graph theory) , monte carlo method , statistics , random variable , distribution (mathematics) , combinatorics , mathematical analysis
In this paper we consider the asymptotic distribution of linear rank‐statistics allowing certain dependencies between the random variables. General theorems will be given, from which the results contained in S EN (1967a, 1967b, 1968), M EHRA /S EN (1969) and P URI /S EN (1971) can be derived. Applying these theorems we can derive ranktests for the two‐sample problem for tied observations, for the two‐factor mixed model with random interaction and for a hierarchical design. The distribution of the proposed teststatistics for small sample sizes is considered by Monte‐Carlo studies.