Local powers of two-sample and multi-sample rank tests for Lehmann's contaminated alternative (Q1069604)

Local powers of two- and k-sample rank tests under alternatives of contaminated distributions are investigated. It is shown that the rank tests based on normal scores and Wilcoxon scores are superior to the t- test or the F-test for many choices of alternatives of contaminated distributions and that the values of the asymptotic relative efficiency of the rank test based on Wilcoxon scores with respect to the normal scores are about one in all the investigated cases.