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A class of nonparametric tests for location and scale parameters
Authors:Yves Lepage
Institution:Université de Montréal ,
Abstract:A class of nonparametric two-sample tests for testing identity of distributions versus alternatives containing both location and scale parameters is proposed and some properties are derived. A recursion formula for the exact distribution under the hypothesis is presented and, the asymptotic distribution is given under both the hypothesis and a contiguous sequence of alternatives. Some asymptotic optimality properties are deduced for particular tests of the class and finally, the asymptotic efficiency is found.
Keywords:distribution-free test  two-sample test  contiguous alternatives  exact distribution  asymptotic distribution  maximin test  asymptotic efficiency
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