Asymptotically Most Powerful Rank Order Tests for Grouped Data

Abstract

The object of the present investigation is to extend the findings of Hajek [7] on asymptotically most powerful rank order tests (AMPROT) to grouped data where the underlying distributions are essentially continuous but the observable random variables correspond to a finite or countable set of contiguous class intervals. In this context, the two sample problem for grouped data is considered and various efficiency results are also studied.