Two Mann-Whitney Type Rank Tests
Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1982 · Volume 44 · Issue 2
DOI: 10.1111/j.2517-6161.1982.tb01208.x
Abstract
Two Mann-Whitney type rank tests are introduced and their test statistics related to the test statistics of the Smirnov tests. The null distributions of the test statistics are studied both for small sample sizes and in terms of limiting distributions. A lower bound for the power of these tests is obtained. Monte Carlo methods are employed to assess the power of the tests against competitors; the Mann-Whitney type tests perform well. Bahadur efficiency is also used to assess the performance of the tests. Their efficiency properties are good.
Keywords
mann-whitney test, smirnov test, circular data, limiting distributions, small sample probabilities, power, bahadur efficiency
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