A Note on the Small-Sample Power Functions for Nonparametric Tests of Location in the Double Exponential Family
William Jay Conover, Oscar A. Wehmanen, Fred L. Ramsey · Journal of the American Statistical Association · 1978
Eight nonparametric tests are examined in a small-sample setting. Their power functions are compared with the locally most powerful (LMP) linear rank test, primarily to see over which range the LMP test retains good power. All tests are two-sample tests, the populations are governed by the double exponential distribution, and the sample sizes are m = 5, n = 5, and m = 5, n = 4. The LMP test performs uniformly well, even under nonlocal alternatives, while its asymptotically equivalent counterpart, the median test, performs rather poorly with these small sample sizes.