Tests for Interchangeability with Incomplete Paired Observations

Abstract

A class of conditionally distribution-free rank order tests is developed for testing interchangeability of two correlated variates with incomplete data on both responses. Asymptotic properties of these tests are examined. In particular, we show that the proposed tests are also asymptotically distribution-free. For location alternatives, the Pitman efficiency of the rank order test relative to the parametric test based on the bivariate normal model is investigated.

Key Words:

• Asymptotically distribution-free test
• Asymptotic relative efficiency
• Conditionally distribution-free test
• Contaminated normal distribution