Modified Savage and Modified Rank Squared Nonparametric Detectors

A modified form of the basic Savage statistic is considered and the performance of a modified Savage (MS) nonparametric detector using this modified statistic is derived. Also, a detector using a modified rank squared statistic (MRS) is introduced. The asymptotic relative efficiency (ARE) of the detectors is determined for chisquare, Rician, and log-normal signal fluctuations when the background noise is assumed Gaussian. The ARE performance of the generalized sign (GS) and Mann-Whitney (MW) detectors is also determined for these families of fluctuations. The ARE performance of the various detectors is then compared, and the results of a computer simulation are presented in which, for a finite number of samples, the performance of the modified detectors is compared with the performance of the GS and MW detectors. It is shown that when using a large number of reference noise samples, the ARE of the GS and MW detectors, the MRS and RS detectors, and the MS and Savage detectors are 0.75, 0.868, and 1, respectively. It is also shown that when using a finite number of reference noise samples the MS and MRS detectors can give a superior performance to that obtained with the MW detector, and that this is particularly true in the cases in which the degree of signal fluctuation is high.

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