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Rank Statistics

In: Fundamentals of Order and Rank Statistics

Author

Listed:
  • Iickho Song

    (Korea Advanced Institute of Science and Technology (KAIST), School of Electrical Engineering)

  • So Ryoung Park

    (The Catholic University of Korea, School of Information, Communications, and Electronics Engineering)

  • Wenyi Zhang

    (University of Science and Technology of China, School of Information Science and Technology)

  • Seungwon Lee

    (Samsung Electronics, Modem Development Team)

Abstract

Ranks and magnitude ranks are closely related with order and magnitude order statistics discussed in Chap. 2 , and are often used together with sign statistics. In this chapter, we first address the distributions of ranks and magnitude ranks in Sect. 3.1. Then, the notion of score functions are considered in Sect. 3.2, focusing mostly on locally optimum score functions. In Sect. 3.3, we consider the correlation coefficients among various statistics from i.i.d. random vectors.

Suggested Citation

  • Iickho Song & So Ryoung Park & Wenyi Zhang & Seungwon Lee, 2024. "Rank Statistics," Springer Books, in: Fundamentals of Order and Rank Statistics, chapter 0, pages 203-294, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-50601-7_3
    DOI: 10.1007/978-3-031-50601-7_3
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