Abstract
A modification of the Mann–Whitney test was introduced by Lemmer (1987) in hopes of gaining power. A Monte Carlo investigation was performed, but important questions were left unanswered. We widen the investigation to a whole class of modifications, and then provide some answers. some answers are theoretical and some are from simulation. We also propose in the context of this problem how null hypothesis simulation can lead to estimates of Pitman efficiency against contiguous alternatives; this seems to be an important new idea.
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