Abstract
For two independent samples of independent random variables which follow a Lévy distribution, the scores for the locally most powerful rank tests for the location and scale problem are obtained. To carry the asymptotic normality of the rank statistics into practice the null means and variances are calculated.
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Research supported by Deutsche Forschungsgemeinschaft (DFG).
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Runde, R. Locally most powerful two-sample rank tests for Lévy distributions. Statistical Papers 39, 179–188 (1998). https://doi.org/10.1007/BF02925405
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DOI: https://doi.org/10.1007/BF02925405