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Performance of the control quantile two sample statistic 

Author: Jerome H. Klotz a
Affiliation:   a Department of Statistics, University of Wisconsin, Madison, Wisconsin
DOI: 10.1080/10485250108832863
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 13, Issue 4 2001 , pages 501 - 513
Formats available: PDF (English)
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Abstract

We give the large sample performance of the control quantile two sample test relative to the two sample Wilcoxon rank sum test for various distributions. We also give the exact null distribution in closed form for the case of ties as well as for the untied case. Because of better efficiency for the Cauchy distribution, and a simpler null distribution, the test seems an attractive substitute for the popular rank sum test for heavy tailed distributions.
Keywords: Ties; Pitman efficiency; Bahadur efficiency
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