Augmenting Lehmann Alternatives.
KENTUCKY UNIV LEXINGTON DEPT OF STATISTICS
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Generalized classes of Lehmann alternatives are given and locally most powerful LMP tests with respect to these alternatives are derived for the two-sample case. These tests turn out to be linear combinations of Savages 1956 and the Mann-Whitney-Wilcoxon test. By considering such combination of tests one can increase asymptotic relative efficiency. For certain hypothesis-testing problem, an asymptotically distribution-free test is obtained. These considerations can be extended to one and cc2 sample problems.
- Statistics and Probability