A note on the small-sample power functions for nonparametric tests of location in the double exponential family

W. J. Conover, Oscar Wehmanen, Fred L. Ramsey

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

Eight nonparametric tests are examined in a small-sample setting. Their power functions are compared with the locally most powerful (LMP) linear rank test, primarily to see over which range the LMP test retains good power. All tests are two-sample tests, the populations are governed by the double exponential distribution, and the sample sizes are m = 5, n = 5, and m = 5, n = 4. The LMP test performs uniformly well, even under nonlocal alternatives, while its asymptotically equivalent counterpart, the median test, performs rather poorly with these small sample sizes.

Original languageEnglish
Pages (from-to)188-190
Number of pages3
JournalJournal of the American Statistical Association
Volume73
Issue number361
DOIs
StatePublished - Mar 1978

Keywords

  • Double exponential distribution
  • Nonparametric tests
  • Power functions
  • Small-sample power

Fingerprint

Dive into the research topics of 'A note on the small-sample power functions for nonparametric tests of location in the double exponential family'. Together they form a unique fingerprint.

Cite this