Powers of Two-Sample Rank Tests under the Lehmann Alternatives

This note presents a method of finding the power of a two-sample rank test under the Lehmann alternatives.The method considers expressing a rank statistic in terms of the empirical distribution functions of the samples and uses properties of order statistics.The author finds that the students in an introductory course on nonparametric statistics feel more comfortable with this than with the elegant approach presented by Lehmann.