Asymptotic Statistics

A.W. van der Vaart · 1998

DOI: 10.1017/CBO9780511802256 · GoodReads

Relative efficiencies of the Mann-Whitney test versus the two-sample t-test (Table 14.2, Page 198):

Distribution	Efficiency
Logistic	$π^{2} / 9 \approx 1.1$
Normal	$3 / π \approx 0.95$
Laplace	$1.5$
Uniform	1
$t_{3}$	1.24
$t_{5}$	1.90
$c (1 - x^{2}) \lor 0$	$108 / 125 \approx 0.864$