The Power of Wilcoxon's 2-Sample Test*

Abstract

Pitman'sformula for the variance of a distribution-free test of two samples, due to Wilcoxon, is evaluated for some special cases. The upper bound of this variance is derived, and a population is constructed in which this upper bound is attained. The value of the variance is then used to find the power of the test against normal and rectangular alternatives for large samples and to compare this test with certain distributional tests.