A modified Spearman’s rho parameter-free test statistic for early detection of newly emerging phenomena

Abstract

This paper presents a new and powerful parameter-free test statistic for early detection of newly emerging phenomena, especially for small sample sizes. The exact distribution of the proposed test statistic is obtained. First four cumulants of it and its critical values at some selected levels of significances are calculated and summarized. A comparative simulation study is performed with some well-known rank-based tests to see its power performance.