On asymptotic non-normal null distributions for locally most powerful rank test statistics
Paul W. Mielke, Pranab Kumar Sen · Communication in Statistics- Theory and Methods · 1981
For probability densities not necessarily possessing finite Fisher information, an extended class of locally most powerful rank tests ‘LMPRT’ is considered. This class of LMPRT is partitioned into three disjoint subsets, characterized respectively by ‘i’ being asymptotically most powerful for «Pitman-type sequences of’ local ‘contiguous’ alternatives «AMPLA» and having asymptotically a normal null distribution ‘ANND» of the test statistic, ‘ii’ not necessarily being AMPLA, but having the ANND property, and ‘iii’ not necessarily being AMPLA and having asymptotically a non-normal null distribution of the test statistic. The current study focuses on the existence of the asymptotic null distributions of all these LMPRT statistics. In addition, an alternative distribution is suggested for inferences based on the LMPRT statistics of case ‘iii’