Nonparametric Partial Sequential Test for Location Shift at an Unknown Time Point

Abstract In the present work, we introduce a partial sequential sampling scheme to develop a sequential rank-based nonparametric test for the identity of two unknown univariate continuous distribution functions against one-sided shift in location occurring at an unknown time point. Our work is motivated by Wolfe (1977) as well as Orban and Wolfe (1980). We provide detailed discussion on asymptotic studies related to the proposed test. We compare the proposed test with a usual rank-based test. Some simulation studies are also presented.

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