Augmenting lehmann alternatives for improving asymptotic efficiency of rank tests |
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Authors: | Z Govindarajulu |
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Institution: | Department of Statistics , University of Kentucky , Lexington, Kentucky, 40506 |
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Abstract: | Locally most powerful tests for augmented simple Lehmann alternatives are obtained. These tests turn out to be linearcombinations of the Savage and Mann-Whitney-Wilcoxon test criteria. We study their performance in terms of the asymptotic efficiency relative to their parametric competitors against location and scale alternatives. For small sample sizes, critical points of a couple of test procedures are given. |
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Keywords: | two sample problems location and scale alternatives asymptotic efficiency |
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