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):

DistributionEfficiency
Logistic$\pi^2/9 \approx 1.1$
Normal$3/\pi \approx 0.95$
Laplace$1.5$
Uniform1
$t_3$1.24
$t_5$1.90
$c(1 - x^2) \lor 0$$108/125 \approx 0.864$