Open Access
September, 1981 The Inadmissibility of Linear Rank Tests Under Bahadur Efficiency
W. J. R. Eplett
Ann. Statist. 9(5): 1079-1086 (September, 1981). DOI: 10.1214/aos/1176345587

Abstract

Hajek (1974) has shown that in the two-sample problem the best exact slope for a test of randomness against any particular member of a large class of alternative hypotheses is attained by a linear rank test. Here a new class of two-sample rank tests is constructed, and it is shown that for each linear test there exists a test within the new class which is always at least as efficient in terms of exact Bahadur efficiency irrespective of which alternative hypothesis, is tested. Conditions are provided under which the new test is strictly more efficient than the linear rank test. Some comments are made about the practical applicability of the new class of tests.

Citation

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W. J. R. Eplett. "The Inadmissibility of Linear Rank Tests Under Bahadur Efficiency." Ann. Statist. 9 (5) 1079 - 1086, September, 1981. https://doi.org/10.1214/aos/1176345587

Information

Published: September, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0474.62034
MathSciNet: MR628763
Digital Object Identifier: 10.1214/aos/1176345587

Subjects:
Primary: 62G10
Secondary: 62G20

Keywords: Bahadur efficiency , inadmissibility , Linear rank statistic

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 5 • September, 1981
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