For sufficiently small > 0, the Wilcoxon test at level = k 3N n ,

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For sufficiently small θ > 0, the Wilcoxon test at level

α = k 3N n

, k a positive integer, maximizes the power (among rank tests) against the alternatives (F, G) with G = (1 − θ)F + θF2.

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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