Locally most powerful rank tests for testing randomness and symmetry

Some Locally Most Powerful Rank Tests For Correlation

The behavior of locally most powerful tests

The locally most powerful (LMP) tests of the hypothesis H : 6 = 6Q against one-sided as well as two-sided alternatives are compared with several competitive tests, as the likelihood ratio tests, the Wald-type tests and the Rao score tests, for several distribution shapes and for location, shape and vector parameters. A simulation study confirms the importance of the condition of local unbiasedn...

Locally Most Powerful Tests Based on Sequential Ranks

Sequential ranks of data X1, X2, . . . observed sequentially in time are defined as ranks computed from the data observed so far, denoting Rii the rank of Xi among the values X1, X2, . . . , Xi for any i. This paper studies tests of various hypotheses based on sequential ranks and derives such tests, which are locally most powerful among all tests based on sequential ranks. Such locally most po...

Rank Tests for Independence and Randomness

This chapter concerns rank tests for independence of two random variables. A form of locally most powerful test against particular alternative is derived and the most often used variants of this test are mentioned, namely the test of van der Waerden type, Spearman rank correlation coefficient, the quadrant test and the Kendall rank correlation coefficient, a member of non-linear rank statistics...

Uniformly Most Powerful Bayesian Tests.

Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...