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Asymptotic Efficiency of Two Nonparametric Competitors of Wilcoxon's Two Sample Test

 

作者: Myles Hollander,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1967)
卷期: Volume 62, issue 319  

页码: 939-949

 

ISSN:0162-1459

 

年代: 1967

 

DOI:10.1080/01621459.1967.10500905

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Wilcoxon's signed rank test and a test based on the uniform minimum variance unbiased estimator ofP(X1+X2<Y1+Y2) are considered as competitors of the Mann-Whitney-Wilcoxon (U) test. The criteria used to compare the tests are Bahadur and Pitman efficiency. For pure translation alternativesUis superior, but both tests compare favorably with respect toUfor certain contamination alternatives.

 

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