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The chernoff efficiency of the wilcoxon rank test |
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| Authors: | Tea-Yuan Hwang |
| Institution: | Tsing Hua University , |
| Abstract: | Exact limiting Chernoff efficiencies of the Wilcoxon rank test are derived using Hoadley's results. Efficiency curves are derived for the two-sample Wilcoxon rank test relative to the two-sample t test for normal shift alternatives when the null hypothesis is that of common normality. The comparisons with Bahadur efficiency and small sample Hodges-Lehmann efficiency-are also made. |
| Keywords: | large deviation probabilities linear rank statistics scale alternatives pitman efficiency bahadur efficiency hodges and lehmann efficiency chernoff efficiency |