The Annals of Mathematical Statistics

The Power of Rank Tests

E. L. Lehmann

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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.

Article information

Source
Ann. Math. Statist., Volume 24, Number 1 (1953), 23-43.

Dates
First available in Project Euclid: 28 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aoms/1177729080

Digital Object Identifier
doi:10.1214/aoms/1177729080

Mathematical Reviews number (MathSciNet)
MR54208

Zentralblatt MATH identifier
0050.14702

JSTOR
links.jstor.org

Citation

Lehmann, E. L. The Power of Rank Tests. Ann. Math. Statist. 24 (1953), no. 1, 23--43. doi:10.1214/aoms/1177729080. https://projecteuclid.org/euclid.aoms/1177729080


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