Approximate and Local Bahadur Efficiency of Linear Rank Tests in the Two-Sample Problem

Abstract

For linear rank tests in the two-sample case the concept of approximate Bahadur efficiency (BE) is developed, and as the main result of this paper the equality of the approximate and exact local BE is shown. According to a result of Wieand, local approximate BE equals Pitman efficiency under rather general conditions and as a consequence these three approaches to efficiency generally coincide for the class of linear rank tests.