RECORDS TESTS FOR TREND IN LOCATION

Citation
J. Diersen et G. Trenkler, RECORDS TESTS FOR TREND IN LOCATION, Statistics, 28(1), 1996, pp. 1-12
Citations number
11
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
02331888
Volume
28
Issue
1
Year of publication
1996
Pages
1 - 12
Database
ISI
SICI code
0233-1888(1996)28:1<1:RTFTIL>2.0.ZU;2-6
Abstract
The number of upper and lower records in both directions of the series is considered for testing the hypothesis that a sequence of random va riables is independently and identically distributed, against the alte rnative of a polynomial trend in location. The asymptotic relative eff iciency of the records tests, originally suggested by Foster and Stuar t (1954), is derived. It is shown that the efficiency of these tests i s raised distinctly by splitting the series of observations and by wei ghting the records according to their position in the series.