The Wilcoxon Two-sample Statistic on Strongly Mixing processes

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

An improved ranked set two-sample Mann-Whitney-Wilcoxon test

The authors present an improved ranked set two-sample Mann-Whitney-Wilcoxon test for a location shift between samples from two distributions F and G. They define a function that measures the amount of information provided by each observation from the two samples, given the actual joint ranking of all the units in a set. This information function is used as a guide for improving the Pitman effic...

متن کامل

Optimizing Classi er Performance Via the Wilcoxon-Mann-Whitney Statistic

Cross entropy and mean squared error are typical cost functions used to optimize classi er performance. The goal of the optimization is usually to achieve the best correct classi cation rate. However, for many two-class real-world problems, the ROC curve is a more meaningful performance measure. We demonstrate that minimizing cross entropy or mean squared error does not necessarily maximize the...

متن کامل

On Local U -statistic Processes and the Estimation of Densities of Functions of Several Sample Variables

A notion of local U -statistic process is introduced and central limit theorems in various norms are obtained for it. This involves the development of several inequalities for U -processes that may be useful in other contexts. This local U -statistic process is based on an estimator of the density of a function of several sample variables proposed by Frees [J. Amer. Statist. Assoc. 89 (1994) 51...

متن کامل

Measure Concentration of Strongly Mixing Processes with Applications

The concentration of measure phenomenon was first discovered in the 1930’s by Paul Lévy and has been investigated since then, with increasing intensity in recent decades. The probabilitytheoretic results have been gradually percolating throughout the mathematical community, finding applications in Banach space geometry, analysis of algorithms, statistics and machine learning. There are several ...

متن کامل

A pretest for using logrank or Wilcoxon in the two-sample problem

In a two-sample location-scalemodelwith censored data, the logrank test is asymptotically efficient when the error distribution is extreme minimum value. On the other hand, the Wilcoxon test is asymptotically efficient when the error distribution is logistic. We propose a pretest for choosing between logrank and Wilcoxon by determining if the error distribution is closer to extrememinimum value...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The Annals of Mathematical Statistics

سال: 1968

ISSN: 0003-4851

DOI: 10.1214/aoms/1177698245