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K. Ghosh}, \\textit{B. K. Sinha} and \\textit{S. N. Joshi}, Statistical Decision Theory and Related Topics III, Proc. 3rd Purdue Symp., West Lafayette/Indiana 1981, Vol. 1, 403--456 (1982; Zbl 0585.62062)] is compared with Rao's statistic as a test statistic for the standard two-sided testing problem. It is shown that Rao's statistic is locally superior to any bias-adjusted MLE in the sense of the first author and \\textit{S. N. Joshi} [Sankhy\u0101, Ser. A 45, 226--246 (1983; Zbl 0563.62018)].    A second interpretation of a conjecture of \\textit{C. R. Rao} [Linear statistical inference and its applications. New York etc.: John Wiley and Sons (1965; Zbl 0137.36203)] is proposed and Rao's statistic is shown to be superior as a test statistic according to the new interpretation as well. The last fact provides an interesting supplement to the results of Chandra and Joshi. 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