The Annals of Statistics
- Ann. Statist.
- Volume 1, Number 3 (1973), 568-576.
A Law of Iterated Logarithm for One-Sample Rank Order Statistics and an Application
For one sample rank order statistics, a law of iterated logarithm and almost sure convergence to Wiener processes are established here. For the one-sample location problem, a sequential test procedure based on rank order statistics is proposed, and with the aid of the earlier results, it is shown that this has power one and arbitrarily small type I error.
Ann. Statist., Volume 1, Number 3 (1973), 568-576.
First available in Project Euclid: 12 April 2007
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Sen, Pranab Kumar; Ghosh, Malay. A Law of Iterated Logarithm for One-Sample Rank Order Statistics and an Application. Ann. Statist. 1 (1973), no. 3, 568--576. doi:10.1214/aos/1176342426. https://projecteuclid.org/euclid.aos/1176342426