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A formula for P(biRiai, 1≤im) under a general class of alternatives
Authors:BR Handa  SG Mohanty
Institution:Department of Mathematics, I.I.T. Delhi, New Delhi, India;Department of Mathematical Sciences, McMaster University, Hamilton, Ontario, Canada, USA
Abstract:Let Xi≤?≤Xm and Yi≤?≤Yn be two sets of independent order statistics from continous distributions with distribution functions F and G respectively. Let Ri denote the rank of Xi in the combined order sample. Steck (1980) has found an expression for P(biRiai, all i) when F = h(G), h being the incomplete beta function with parameters (α,β?α+1). An alternative expression for the same probability is obtained which is computationally a substantial improvement on Steck's result.
Keywords:62E15  62G10  Distribution of ranks  Lehmann's alternatives
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