E. Stoimenova, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences, Acad. G. Bonchev str., bl. 8, 1113 Sofia, Bulgaria, e-mail: jeni@math.bas.bg
Abstract: Simple rank statistics are used to test that two samples come from the same distribution. Sidak's $E$-test (Apl. Mat. 22 (1977), 166-175) is based on the number of observations from one sample that exceed all observations from the other sample. A similar test statistic is defined in Ann. Inst. Stat. Math. 52 (1970), 255-266. We study asymptotic behavior of the moments of both statistics.
Keywords: location problem, $E$-test statistic, $M$-test statistic
Classification (MSC 2000): 62G10, 62G20
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