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ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO BASED ON RANKS IN THE TWO SAMPLE PROBLEM

ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO BASED ON RANKS IN THE TWO SAMPLE PROBLEM

Abstract : The asymptotic normality under the alternative of the log likelihood ratio based on ranks in the two sample problem is established. This is a continuation of previous work with the same title by Savage and Sethuraman in the Proc. 6th Berkeley Symposium (1972). (Author)