Although several authors have indicated that the median test has low power
in small samples, it continues to be presented in many statistical textbook
s, included in a number of popular statistical software packages, and used
in a variety of application areas, We present results of a power simulation
study that shows that the median test has noticeably lower power, even for
the double exponential distribution for which it is asymptotically most po
werful, than other readily available rank tests. We suggest that the median
test be "retired" from routine use and recommend alternative rank tests th
at have superior power over a relatively large family of symmetric distribu
tions.