ISSN:
1572-9036
Keywords:
62G10
;
rank test
;
test of randomness
;
change points
;
trend
;
consistency
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Considered are modifications of a rank test of randomness for the one- and multi-dimensional regular design cases as well as for the one- and multi-dimensional random design cases. The null hypothesis is that all observations are independent and identically distributed. The main result is the proof of consistency of the test in each of the above cases against two general alternatives.Alternative 1: there exists a pairwise disjoint partion U i =1 m D i =D, where D ⊂ ℝd≥1, is a bounded domain inside which one makes observations, such that (1) if an observation point falls insideD i , then the corresponding observed value is the realization of a random variable ξi i = l,...,m; (2) there exists an ordering % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaamXvP5wqonvsaeHbfv3ySLgzaGqbaiab-Tha7jabe67a4Hqbdiab% +LgaPnaaBaaaleaacaWGRbaabeaakiab-1ha9naaDaaaleaacaWGRb% Gaeyypa0JaaGymaaqaaiaad2gaaaaaaa!4C2D!\[\{ \xi i_k \} _{k = 1}^m \], where % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaaaaa!454D!\[\xi i_k \] is stochastically smaller than % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiGc9yrFr0xXdbba91rFfpec8Eeeu0x% Xdbba9frFj0-OqFfea0dXdd9vqaq-JfrVkFHe9pgea0dXdar-Jb9hs% 0dXdbPYxe9vr0-vr0-vqpWqaaeaabiGaciaacaqabeaadaqaaqGaaO% qaaiabe67a4nXvP5wqonvsaeHbfv3ySLgzaGqbdiab-LgaPnaaBaaa% leaacaWGRbaabeaakmaaBaaaleaacqGHRaWkcaaIXaaabeaakiaacY% cacaWGRbGaeyypa0JaaGymaiaacYcacaGGUaGaaiOlaiaac6cacaGG% SaGaamyBaiabgkHiTiaaigdaaaa!509B!\[\xi i_k _{ + 1} ,k = 1,...,m - 1\], (3) the partition is independent of the number of observation points. Note thatm, this ordering, and the sets D i are not known a priori: one tests only for the existence of such a partition. Note also that in the one-dimensional case the initial sequence need not be stochastically monotone under the alternative.Alternative 2: there exists an arbitrary ‘asymptotically continuous’ trend in location. ‘Asymptotically continuous’ means that the trend converges to some continuous, not identically constant function as the number of data points goes to infinity. This function need not be monotone. A numerical example illustrating the use of the obtained results for image analysis (edge detection) is presented.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00047166
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