On precedence tests with double sampling

Abstract

A new double sampling-based precedence and weighted precedence tests are introduced and analyzed. The joint distributions of two precedence and weighted precedence statistics are obtained under double sampling framework. Subsequently,the closed-form expressions for the rejection probabilities are derived under the null hypothesis and the Lehmann alternative. The corresponding power comparison is carried out against the Lehmann alternative and the location-scale alternative through Monte-Carlo simulations. Finally, a couple of detailed illustrative example is presented.