Title of article :
Asymptotic efficiency and small sample power of a locally most powerful linear rank test for the log-logistic distribution
Author/Authors :
Murakami, Hidetoshi National Defense Academy - Department of Mathematics, Japan
Abstract :
Assume that two independent random samples are distributed according to a log-logistic distribution (LLD). In this study, the score functions for the locally most powerful rank test were derived for the location and scale parameters. The Wilcoxon rank-sum test was shown to be locally most powerful rank test for the LLD. The asymptotic efficiency of the Wilcoxon rank-sum test was derived and compared with that of the modified Wilcoxon rank-sum test for the LLD.
Keywords :
Asymptotic efficiency . Locally most powerful rank test . Log , logistic distribution . Modified Wilcoxon rank sum test . Wilcoxon rank sum test
Journal title :
Mathematical Sciences
Journal title :
Mathematical Sciences