Asymptotic Relative Efficiency for New Scores in the Generalized F Distribution



Choi, Young-Hun

  • 발행 : 2004.12.01


In this paper we introduced a new score generating function for the rank dispersion function in a multiple linear model. Based on the new score function, we derived the asymptotic relative efficiency, ARE(11, rs), of our score function with respect to the Wilcoxon scores for the generalized F distributions which show very flexible distributions with a variety of shape and tail behaviors. We thoroughly explored the selection of r and s of our new score function that provides improvement over the Wilcoxon scores.


Scores;Dispersion function;Asymptotic Relative Efficiency;Generalize F distribution


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