Abstract
Exact limiting Bahadur efficiencies of linear rank tests for scale are derived using a minor extension of the results of Hoadley. Efficiency curves are derived for the linear rank statistics of Mood, Freund and Ansari, and Capon and Klotz relative to the F test for normal scale alternatives when the null hypothesis is that of common normality.
Citation
T. Y. Hwang. J. H. Klotz. "Bahadur Efficiency of Linear Rank Statistics for Scale Alternatives." Ann. Statist. 3 (4) 947 - 954, July, 1975. https://doi.org/10.1214/aos/1176343195
Information