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Local powers of two-sample and multi-sample rank tests for Lehmann's contaminated alternative

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Summary

Local powers of two- andk-sample rank tests under alternatives of contaminated distributions are investigated. It is shown that the rank tests based on normal scores and Wilcoxon scores are superior to thet-test or theF-test for many choices of alternatives of contaminated distributions and that the values of the asymptotic relative efficiency of the rank test based on Wilcoxon scores with respect to the normal scores are about one in all the investigated cases.

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References

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Authors and Affiliations

  1. University of Tsukuba, Tsukuba, Japan

    Taka-Aki Shiraishi

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  1. Taka-Aki Shiraishi
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Shiraishi, TA. Local powers of two-sample and multi-sample rank tests for Lehmann's contaminated alternative. Ann Inst Stat Math 37, 519–527 (1985). https://doi.org/10.1007/BF02481120

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  • DOI: https://doi.org/10.1007/BF02481120

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