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SELECTION PROCEDURES FOR SCALE PARAMETERS USING TWO‐SAMPLE U‐STATISTICS
Author(s) -
Gill A.N.,
Mehta G.P.
Publication year - 1991
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1991.tb00440.x
Subject(s) - statistics , quantile , mathematics , order statistic , selection (genetic algorithm) , rank (graph theory) , scale (ratio) , sample (material) , scale parameter , population , location parameter , cumulative distribution function , combinatorics , computer science , probability distribution , demography , probability density function , geography , physics , artificial intelligence , cartography , sociology , thermodynamics
Summary Let be k independent populations having the same known quantile of order p (0 p 1) and let F (x)=F(x/ i ) be the absolutely continuous cumulative distribution function of the i th population indexed by the scale parameter 1 , i = 1,…, k. We propose subset selection procedures based on two‐sample U ‐statistics for selecting a subset of k populations containing the one associated with the smallest scale parameter. These procedures are compared with the subset selection procedures based on two‐sample linear rank statistics given by Gill & Mehta (1989) in the sense of Pitman asymptotic relative efficiency, with interesting results.
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