首页 | 本学科首页   官方微博 | 高级检索  
     检索      


On the joint distribution of the random variables ‘number of inversions’ and ‘number of outstanding variables’ in a randomly arranged sequence
Authors:Walter Katzenbeisser
Institution:1. Institute of Statistics, University of Economics, Vienna, Augasse 2-6, 1090, Wien, Austria
Abstract:The bivariate probability distribution of the random variables number of inversions] and number of outstanding variables] in a sequence of n i.i.d. random variables is derived. As an application, the null covariance between the test statistics proposed by Mann and Brunk, respectively, for the ‘trend in location’ problem is obtained. It is shown that these test statistics are asymptotically uncorrelated under the null hypothesis.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号