Nonparametric tests for umbrella alternatives 

SAM WU
University of Florida

Abstract: Some new distribution-free test procedures for umbrella alternatives will be presented. The tests extend the work of
Jonckheere (1954) and Terpstra (1952) for ordered alternatives, Puri (1965), Mack and Wolf (1981) for umbrella alternatives (both
known and unknown peak cases). Instead of averaging the pairwise Mann-Whitney statistics, we propose to combine their p-values
using Fisher's combining functions. Monte Carlo power study showed that the new procedures improve substantially, especially for the unknown peak case. Asymptotic Pitman efficiency against translation alternatives has also been studied.