On the asymptotic normality of linear rank statistics |
| |
Authors: | B Kedem |
| |
Institution: | University of Maryland , College Park, Md., 20742 |
| |
Abstract: | A method for proving the asymptotic normality of linear rank statistics is presented. Use is made of the fact that the variances of many rank statistics met in practice admit a factorization expressed in terms of the sample size. The method of proof consists of two steps corresponding to the limiting behavior of the modulus and argument of the characteristic function of the rank statistic. |
| |
Keywords: | variance factorization ξ functions |
|
|