Hodges and Lehmann (Ann Math Stat 27:321–325, 1956) conjectured in 1956 that the nonparametric competitor to the t-test, the Fisher-Yates-Terry-Hoeffding or c 1 test, was as efficient as the t-test for normal alternatives and more efficient for nonnormal alternatives.

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Chernoff-Savage Theorem

  • Herman Chernoff

摘要

Hodges and Lehmann (Ann Math Stat 27:321–325, 1956) conjectured in 1956 that the nonparametric competitor to the t-test, the Fisher-Yates-Terry-Hoeffding or c 1 test, was as efficient as the t-test for normal alternatives and more efficient for nonnormal alternatives.