Asymptotic Statistics
Relative efficiencies of the Mann-Whitney test versus the two-sample t-test (Table 14.2, Page 198):
| Distribution | Efficiency |
|---|---|
| Logistic | $\pi^2/9 \approx 1.1$ |
| Normal | $3/\pi \approx 0.95$ |
| Laplace | $1.5$ |
| Uniform | 1 |
| $t_3$ | 1.24 |
| $t_5$ | 1.90 |
| $c(1 - x^2) \lor 0$ | $108/125 \approx 0.864$ |