On the Combination of Independent Two Sample Tests of a General Class (Classic Reprint) - Softcover

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Excerpt from On the Combination of Independent Two Sample Tests of a General Class

Here 01 are the weights which may depend upon the sample sizes, ti student's t statistic for testing the equality of means between two normal populations with the same variance corresponding to the ith pair of samples and Qi is the Chernoff - Savage Statistic2 (1958) for the i]ch pair of samples. Under suitable assumptions, the weights 01 which maximize the local asymptotic powers of the tests (1) and (ii) are obtained. These results are specialized to (a) Pitman's shift alternatives, (b) Lehmann's distribution free alternatives and (o) contaminated alternatives. Finally, the asymptotic efficiences of Q test relative to some of its parametric as well as non-parametric competitors against the above mentioned alternatives.

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