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September, 1954 On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests
A. M. Mood
Ann. Math. Statist. 25(3): 514-522 (September, 1954). DOI: 10.1214/aoms/1177728719

Abstract

In this paper the following asymptotic efficiencies are computed for the given two-sample tests against normal alternatives to the null hypothesis: $\text{rank test for location}\ldots\ldots\ldots\ldots 3/\pi \cong 95{\tt\%}$ $\text{median test for location}\ldots\ldots\ldots\ldots 2/\pi \cong 64{\tt\%}$ $\text{run test for location}\ldots\ldots\ldots \ldots 0$ $\text{run test for dispersion}\ldots\ldots\ldots\ldots 0$ $\text{square rank test for dispersion}\ldots\ldots\ldots\ldots 15/2\pi^2 \cong 76{\tt\%}$ Also, general expressions for means and variances of some of these test criteria are found for distributions alternative to the null hypothesis.

Citation

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A. M. Mood. "On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests." Ann. Math. Statist. 25 (3) 514 - 522, September, 1954. https://doi.org/10.1214/aoms/1177728719

Information

Published: September, 1954
First available in Project Euclid: 28 April 2007

zbMATH: 0057.11603
MathSciNet: MR63628
Digital Object Identifier: 10.1214/aoms/1177728719

Rights: Copyright © 1954 Institute of Mathematical Statistics

Vol.25 • No. 3 • September, 1954
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