Improved bounds for moments of some rank statistics |
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| Authors: | John D Spurrier |
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| Institution: | Department of Statistics , University of South Carolina , Columbia, 20212, South Carolina |
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| Abstract: | Improved lower hounds are obtained for two parameters μ(F) and λ(F) which occur in the moments of linear rank statistics studied by Doksum, Hollander, Lehmann and Hsu. IT is shown that if F is a continuous distribution, then μ(F) > 3/10 and λ(F) >= 89/315 - 0.28254. These results decrease the range of possible values of μ(F) and λ(F) by more than 84% and 34%, respectively, over those previously reported. |
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| Keywords: | order statistics nonparametric |
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