Some Nonparametric Tests of Randomness
Khursheed Alam · Journal of the American Statistical Association · 1974
Let {Xj } be a sequence of independently distributed real valued random variables, and let Rj denote the rank of Xj among X 1, ···, Xj for j = 1, ···, n. The Rj 's are called “sequential ranks.” A class of unbiased tests, based on the sequential ranks, is given for testing the hypothesis that the random variables are identically distributed against the alternative hypothesis that they are stochastically ordered.