Simple random walk and rank order statistics
Applications of Mathematics, Tome 22 (1977) no. 4, pp. 272-290
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The distributions of rank order statistics are studied for the case of arbitrary sample sizes in the two sample problem. The method applied is a generalization of Dwass's method from his paper in Ann. Math. Statist. 38 (1967), based on the analogy of rank order statistics and functions on a simple random walk.
The distributions of rank order statistics are studied for the case of arbitrary sample sizes in the two sample problem. The method applied is a generalization of Dwass's method from his paper in Ann. Math. Statist. 38 (1967), based on the analogy of rank order statistics and functions on a simple random walk.
DOI :
10.21136/AM.1977.103703
Classification :
62G10, 62G30
Keywords: two sample problem; rank order statistics; simple random walk; exact distributions
Keywords: two sample problem; rank order statistics; simple random walk; exact distributions
Očka, Igor. Simple random walk and rank order statistics. Applications of Mathematics, Tome 22 (1977) no. 4, pp. 272-290. doi: 10.21136/AM.1977.103703
@article{10_21136_AM_1977_103703,
author = {O\v{c}ka, Igor},
title = {Simple random walk and rank order statistics},
journal = {Applications of Mathematics},
pages = {272--290},
year = {1977},
volume = {22},
number = {4},
doi = {10.21136/AM.1977.103703},
mrnumber = {0438583},
zbl = {0394.62029},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1977.103703/}
}
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[2] W. Feller: An introduction to probability theory and its applications. 2nd edition. J. Wiley, New York 1967. | MR | Zbl
[3] S. G. Mohanty B. R. Handa: Rank order statistics related to a generalized random walk. Studia Sci. Math. Hung. 5 (1970), 267-276. | MR
[4] J. Reimann I. Vincze: On the comparison of two samples with slightly different sizes. A Magyar Tud. Akad. matem. Kutató Intezetének Közleményei 5 (1960), 293-300. | MR
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