Small Sample Power Functions for Nonparametric Tests of Location in the Double Exponential Family

1 March 1971

journal article
research article
Published by JSTOR in Journal of the American Statistical Association

Vol. 66 (333) , 149
https://doi.org/10.2307/2284865

Abstract

Eight nonparametric tests of location are examined in a small sample setting. Power functions are presented for samples drawn from the double exponential distribution. The results provide an example where the asymptotically most powerful rank test (the Mood median test) performs poorly for alternatives which are not very close to the null hypothesis.

Keywords

NONPARAMETRIC TESTS
EXPONENTIAL FAMILY
DOUBLE EXPONENTIAL
SAMPLE POWER FUNCTIONS
SMALL SAMPLE POWER

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