Summary
The alternative hypothesis of translated scale for the classical non-parametric hypothesis of equality of two distribution functions in the two-sample problem is extended to a scale-alternative including contamination. The asymptotic power of rank tests and the two-sampleF-test under contiguous sequences of the alternatives is derived and asymptotic relative efficiency of these rank tests with respect to theF-test is investigated. It is found that some of the rank tests have reasonably high asymptotic powers satisfied enough.
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Shiraishi, TA. The asymptotic power of rank tests under scale-al ternatives including contaminated distributions. Ann Inst Stat Math 38, 513–522 (1986). https://doi.org/10.1007/BF02482538
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DOI: https://doi.org/10.1007/BF02482538