Abstract: | Given a random sample(X1, Y1), …,(Xn, Yn) from a bivariate (BV) absolutely continuous c.d.f. H (x, y), we consider rank tests for the null hypothesis of interchangeability H0: H(x, y). Three linear rank test statistics, Wilcoxon (WN), sum of squared ranks (SSRN) and Savage (SN), are described in Section 1. In Section 2, asymptotic relative efficiency (ARE) comparisons of the three types of tests are made for Morgenstern (Plackett, 1965) and Moran (1969)BV alternatives with marginal distributions satisfying G(x) = F(x/θ) for some θ≠ 1. Both gamma and lognormal marginal distributions are used. |