On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests
Mood, A. M.
Ann. Math. Statist., Tome 25 (1954) no. 4, p. 514-522 / Harvested from Project Euclid
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.
Publié le : 1954-09-14
Classification: 
@article{1177728719,
     author = {Mood, A. M.},
     title = {On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests},
     journal = {Ann. Math. Statist.},
     volume = {25},
     number = {4},
     year = {1954},
     pages = { 514-522},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728719}
}
Mood, A. M. On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests. Ann. Math. Statist., Tome 25 (1954) no. 4, pp.  514-522. http://gdmltest.u-ga.fr/item/1177728719/