Some Locally Most Powerful Generalized Rank Tests
若干局部最强的广义秩检验
Several well-known rank tests for location and for scale are generalized by raising the score generating functions of the tests to an exponentα . Asymptotic efficiencies of the resulting statistics are found relative to the tests for α = 1, taking various densities. Furthermore we derive the distributions for which the new tests are locally most powerful.