Introduction To Probability and Statistical Decision Theory |
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Authors: | Paul T. Holmes |
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Affiliation: | Rutgers–The State University |
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Abstract: | A nonparametric sequential rank correlation test for independence consisting of a generalized sequential probability ratio test is investigated through the Monte Carlo method. The test is found to be satisfactory in terms of the power function. Comparison of the expected sample size of the test and three other tests including the fixed sample size test suggests that the sequential rank test is also efficient. |
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Keywords: | Sequential Test Rank Correlation Independence Monte Carlo Method |
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