Cramer Type Large Deviations for Generalized Rank Statistics

Munsup Seoh, Stegan S Ralescu, Madan L Puri

Research output: Contribution to journalArticlepeer-review

Abstract

A Cramer type large deviation theorem is proved under alternatives as well as under hypothesis for the generalized linear rank statistic which includes as special cases (unsigned) linear rank statistics, signed linear rank statistics, linear combination of functions of order statistics, and a rank combinatorial statistic.

Original languageAmerican English
JournalAnnals of Probability
Volume13
DOIs
StatePublished - Jan 1 1985

Disciplines

  • Applied Mathematics
  • Applied Statistics
  • Mathematics
  • Physical Sciences and Mathematics
  • Statistics and Probability

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