On the Normal Scores Two-Sample Rank Test

Abstract

A simplification using symmetry is applied to the null distribution of the Fisher-Yates test or c 1 test of Hoeffding and Terry. A computer is used to extend existing tables to combined sample size N ≤ 20. The t approximation of Hoeffding and Terry and the normal approximation are investigated with the former found to be satisfactory at the limit of the tables when the ratio of sample sizes is not too extreme. Selected power calculations for N ≤ 10 are given for normal shift alternatives.