Asymptotic powers of one- and two-sample rank tests against location- alternatives including contamination

DOI10.21099/TKBJM/1496160393MaRDI QIDQ1083149zbMATH OpenOpenAlexFDO

Authors Taka-aki Shiraishi

Publication date 1986

Published in Tsukuba Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.21099/tkbjm/1496160393

zbMATH Keywords

AREasymptotic powerscontaminationcontiguous sequencesequality of distribution functionshypotheses of symmetrylocation alternativesone-sample problemrank testssigned rank testst-testtwo-sample problemsWilcoxon signed rank test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Review text

For the nonparametric hypotheses of symmetry about zero and equality of distribution functions in one- and two-sample problems, we often consider only location alternatives. But after treatments are received, we cannot predict precisely enough if observations give rise to only variation of location of a distribution. So we consider the alternative distribution of the form \((1-\epsilon)F(x-\theta)+\epsilon H(x-\theta)\) for the null distribution of the form F(x) and discuss asymptotic powers of one- and two-sample rank tests under contiguous sequences of the above alternatives. Then in the one-sample case, we show that asymptotic relative efficiencies (ARE's) of signed rank tests with respect to the t-test are equivalent to the classical ARE-results against shift alternatives for the distribution H(x) that is symmetric about zero, and the ARE of the signed rank test based on normal scores with respect to the t-test is one for \(F(x)=normal\) irrespective of H(x) and the Wilcoxon signed rank test is asymptotically the most powerful for \(F(x)=\log istic\) and \(H(x)=\{F(x)\}^ 2.\) Also we give results for the two-sample case similar to some results obtained in one sample case and discuss asymptotic powers of k-sample rank tests additionally.

Recommendations

• The asymptotic power of rank tests under scale-alternatives including contaminated distributions
• Local powers of two-sample and multi-sample rank tests for Lehmann's contaminated alternative
• Optimum properties of the Wilcoxon signed rank test under a Lehmann alternative
• scientific article; zbMATH DE number 3899957
• An Asymptotic Acceptance of Aligned Rank Tests Under Alternatives of Contaminated Distributions in a Randomized-Blocks Design

Cited in

(10)

• Local powers of two-sample and multi-sample rank tests for Lehmann's contaminated alternative
• Optimum properties of the Wilcoxon signed rank test under a Lehmann alternative
• Competitors of the Wilcoxon signed rank test
• The asymptotic power of rank tests under scale-alternatives including contaminated distributions
• scientific article; zbMATH DE number 3899957 (Why is no real title available?)
• On monotonicity of power of two-sample rany tests when testing the alternative g is stochastically larger than f
• scientific article; zbMATH DE number 1216597 (Why is no real title available?)
• scientific article; zbMATH DE number 2161875 (Why is no real title available?)
• scientific article; zbMATH DE number 3994770 (Why is no real title available?)
• Nonparametric tests for orderedcsample contaminated distributions

This page was built for publication: Asymptotic powers of one- and two-sample rank tests against location- alternatives including contamination

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1083149)