Wilcoxon‐type rank‐sum precedence tests: large‐sample approximation and evaluation

Abstract Wilcoxon‐type rank‐sum precedence tests are useful alternatives to the precedence life‐test proposed for testing the hypothesis that two lifetime distribution functions are equal. In this paper, we first derive the exact power function under the Lehmann alternative for these tests. We also note that the large‐sample normal approximation for the null distribution is not satisfactory in case of small or moderate sample sizes. Then, we develop an Edgeworth expansion to approximate the significance probabilities. Comparison of normal approximation and Edgeworth approximation for various sample sizes are provided. Finally, an example is presented for illustration. Copyright © 2002 John Wiley & Sons, Ltd.