On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests

Abstract

In this paper the following asymptotic efficiencies are computed for the given two-sample tests against normal alternatives to the null hypothesis: rank test for location............ 3/π ≅ 95% median test for location............ 2/π ≅ 64% run test for location......... ... 0 run test for dispersion............ 0 square rank test for dispersion............ 15/2π2 ≅ 76% Also, general expressions for means and variances of some of these test criteria are found for distributions alternative to the null hypothesis.