Bounds on the Power of Linear Rank Tests for Scale Parameters

Authors
Wasserstein, Ronald L. Boyer, John E.
Citation
L. Wasserstein, Ronald et E. Boyer, John, Bounds on the Power of Linear Rank Tests for Scale Parameters, American statistician , 45(1), 1991, pp. 10-13
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
45
Issue
1
Year of publication
1991
Pages
10 - 13
Database
ACNP
SICI code
Abstract
We show that the power functions of a class of nonparametric tests for the equality of two scale parameters do not approach 1 as the ratio of the parameters approaches infinity.The class of tests, known as linear rank tests, is shown to have a fundamental flaw when applied to scale parameters, resulting in low power when the sample sizes are small.