Efficiency of Friedman's χ2rTest Under Dependence
作者:
D.R. Jensen,
Y.V. Hui,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1982)
卷期:
Volume 77,
issue 378
页码: 468-474
ISSN:0162-1459
年代: 1982
DOI:10.1080/01621459.1982.10477834
出版商: Taylor & Francis Group
关键词: Friedman's test;Asymptotic efficiency;Structure of distributions;Exchangeable sequences;Stochastic ordering
数据来源: Taylor
摘要:
Efficiencies of Friedman's χ2rtest are studied when observations within blocks are independent and when they are exchangeably dependent. At local alternatives the limiting power is found to increase monotonically with (a) the canonical correlations of distributions having expansions in canonical form, (b) the stochastically decreasing character of the mixing distributions in certain exchangeable sequences, and (c) an index of peakedness in a class of distributions containing exchangeable Cauchy and Gaussian laws.
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