Locally most powerful rank tests for testing randomness and symmetry
Let , , be independent random variables (i.r.v.) with distribution functions (d.f.) , , respectively, where is a real parameter. Assume furthermore that for . Let and be the rank vectors of and , respectively, and let be the sign vector of . The locally most powerful rank tests (LMPRT) and the locally most powerful signed rank tests (LMPSRT) will be found for testing against or with being arbitrary and with symmetric, respectively.