ON LARGE DEVIATIONS AND BAHADUR EFFICIENCY OF LINEAR RANK STATISTICS.
STANFORD UNIV CALIF DEPT OF STATISTICS
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A new, simpler proof of the main theorem of AD-659 994 is presented. This theorem enabled one to approximate the sample size needed by a test with type I error alpha to achieve type II error beta at a fixed alternative hypothesis. This approximation involved a quantity called the exact slope, an information number which is, very roughly, something like the channel capacity of the real world-test-statistician channel. Theorem 4 provides a method for numerically calculating the exact slope such calculations are carried out for two-sample Wilcoxon, normal-scores and median tests against normal, logistic and double exponential shift alternatives. Author
- Statistics and Probability