Some Test Procedures and Their Performance Under Umbrella Alternatives

Abstract

Performance of Mack-Wolfe type test using different scores suitable for long tail, short tail, right skewed distributions under Umbrella alternatives are studied. We also compare the performance of this type test with the Jonckheere test of ordered alternative and general classical F-statistic considering various combinations of parameters. Results are obtained by simulation technique repeating 10,000 times. These results are presented in different tables. Results are also shown graphically for easy visual comparison.