An efficient adaptive distribution-free test for location

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Abstract

An adaptive distribution-free test procedure for location based on a one-parameter family of score functions is proposed. The family of score functions is derived from the symmetric lambda distributions introduced by Tukey. The resulting test attains Pittman efficiency one for a large set of underlying lambda distributions. In addition, the test has Pitman efficiency 3/π at the normal alternative. The procedure can easily be extended to the multisample problem.

Original languageEnglish (US)
Pages (from-to)822-828
Number of pages7
JournalJournal of the American Statistical Association
Volume74
Issue number368
DOIs
StatePublished - Dec 1979
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Distribution free
  • Extreme values
  • Lambda distributions
  • Rank test

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