Niko Tiliopoulos wrote:
> 
> Hello everybody,
> 
> Has anybody heard of the Bell-Doksum test? 

IIRC it's like a Wilcoxon 2-sample test, except that the ranks are
transformed to normal scores. If that's the right test, it has ARE 1 vs
the t-test (it has good power for small deviations), but as you move to
larger deviations, its power curve flattens out short of 1.

Checking the internet:
...
9. Bell, C. B.; Doksum, K. A. Some new distribution-free statistics.
Ann. Math. Statist 36 1965 203--214.
...
12. Bell, C. B.; Doksum, K. A. "Optimal" one-sample distribution-free
tests and their two-sample extensions. Ann. Math. Statist. 37 1966
120--132.
...
it would just about have to be one of these two papers.


Glen


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