Notes on the Mack‐Wolfe and Chen‐Wolfe Tests for Umbrella Alternatives
Y. I. Chen · Biometrical Journal · 1991
Abstract In this paper we find a class of umbrella alternatives for which the MACK‐WOLFE (1981) peak known test is optimal in the sense of Pitman efficiency. The asymptotic null distribution of the CHEN‐WOLFE (1989) statistic for the peak‐unknown umbrella alternatives problem is obtained. Some percentiles of the asymptotic distribution computed by simulation are presented.