Alternative Efficiencies for Signed Rank Tests
0. Summary. Asymptotic efficiency curves for the one sample Wilcoxon and normal scores tests are obtained by comparing the exponential rate of convergence to zero of the type I error (a) while keeping the type II error (A) fixed (0 < 3 < 1). A wider than usual view of test performance consistent with small sample results is obtained. The Pitman efficiency value is derived as a special case when the alternative approaches the null hypothesis. Comparisons of the signed rank tests relative to x or t for normal location alternatives yield small efficiency values for extreme alternatives. The relative performance of the Wilcoxon is seen to be slightly better than the- normal scores for normal alternatives with larger location parameter values despite the local (Pitman) optimality of the normal scores. Similar results hold for two other non-normal alternatives considered. 1. Notation and tail probabilities. Let X1, X2,.**, X. have continuous cdf F. For testing the hypothesis of symmetry about zero for F we consider the Wilcoxon [11] and normal scores [4] signed rank tests. The Wilcoxon statistic is equivalent to