The Power of Rank Tests

E. L. Lehmann

doi:10.1214/aoms/1177729080

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Home > Journals > Ann. Math. Statist. > Volume 24 > Issue 1 > Article

March, 1953 The Power of Rank Tests

E. L. Lehmann

Ann. Math. Statist. 24(1): 23-43 (March, 1953). DOI: 10.1214/aoms/1177729080

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Abstract

Simple nonparametric classes of alternatives are defined for various nonparametric hypotheses. The power of a number of such tests against these alternatives is obtained and illustrated with some numerical results. Optimum rank tests against certain types of alternatives are derived, and optimum properties of Wilcoxon's one- and two-sample tests and of the rank correlation test for independence are proved.