Two Rank Order Tests for \u3cem\u3eM\u3c/em\u3e-ary Detection

Abstract

We consider a general M-ary detection problem where, given M groups of L samples each, the problem is to identify which unique group of L samples have come from the signal hypothesis. The optimal likelihood ratio test is unrealizable, when the joint distribution of ML samples is not completely known. In this paper we consider two rank order types of tests termed as the modified rank test (MRT) and the modified rank test with row sort (MRTRS). We examine through simulation, the small sample probability of error performances of MRT and MRTRS for detecting a signal among contaminants. Numerically computable closed –form error expressions are derived for some special cases. Asymptotic (large sample) error rate of MRT is also derived. The results indicate that MRTRS provides improved performance over other previously known rank tests