© 1980 by Biometrika Trust
MISCELLANEA |
Some locally most powerful generalized rank tests
Dipartimento di Economia, Università di Trenio Italy
Several well-known rank tests for location and for scale are generalized by raising the score generating functions of the tests to an exponent
. Asymptotic efficiencies of the resulting statistics are found relative to the tests for
= 1, taking various densities. Furthermore we derive the distributions for which the new tests are locally most powerful.
Key Words: Asymptotic efficiency Generalized rank test Pearson type VI distribution.