On the Asymptotic Efficiency of Certain Nonparametric Two-Sample Tests. Mood, A. M. The Annals of Mathematical Statistics, 25(3):514–522, September, 1954. ArticleType: research-article / Full publication date: Sep., 1954 / Copyright © 1954 Institute of Mathematical Statistics
Paper abstract bibtex In this paper the following asymptotic efficiencies are computed for the given two-sample tests against normal alternatives to the null hypothesis: rank test for location............ 3/π ≅ 95% median test for location............ 2/π ≅ 64% run test for location......... ... 0 run test for dispersion............ 0 square rank test for dispersion............ 15/2π2 ≅ 76% Also, general expressions for means and variances of some of these test criteria are found for distributions alternative to the null hypothesis.
@article{mood_asymptotic_1954,
title = {On the {Asymptotic} {Efficiency} of {Certain} {Nonparametric} {Two}-{Sample} {Tests}},
volume = {25},
copyright = {Copyright © 1954 Institute of Mathematical Statistics},
issn = {0003-4851},
url = {http://www.jstor.org/stable/2236833},
abstract = {In this paper the following asymptotic efficiencies are computed for the given two-sample tests against normal alternatives to the null hypothesis: rank test for location............ 3/π ≅ 95\% median test for location............ 2/π ≅ 64\% run test for location......... ... 0 run test for dispersion............ 0 square rank test for dispersion............ 15/2π2 ≅ 76\% Also, general expressions for means and variances of some of these test criteria are found for distributions alternative to the null hypothesis.},
number = {3},
urldate = {2014-01-14TZ},
journal = {The Annals of Mathematical Statistics},
author = {Mood, A. M.},
month = sep,
year = {1954},
note = {ArticleType: research-article / Full publication date: Sep., 1954 / Copyright © 1954 Institute of Mathematical Statistics},
pages = {514--522}
}