Augmenting Lehmann Alternatives.
Abstract
Generalized classes of Lehmann alternatives are given and locally most powerful (LMP) tests with respect to these alternatives are derived for the two-sample case. These tests turn out to be linear combinations of Savage's (1956) and the Mann-Whitney-Wilcoxon test. By considering such combination of tests one can increase asymptotic relative efficiency. For certain hypothesis-testing problem, an asymptotically distribution-free test is obtained. These considerations can be extended to one and c(c>2) sample problems.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1976
- Accession Number
- ADA023789
Entities
People
- Z. Govindarajulu
Organizations
- University of Kentucky