Utilization of Additional Information in Non-Parametric Tests

Abstract

For the single sample problem of testing for location against one-sided alternatives under the non parametric set-up, the question of utilization of additional information is examined. Considering the case of the sign test it is shown that if suitable bounds to the ratio of the densities at the median and the known quantile are available it is possible to construct a more sensitive test by using a combination of the sign test statistic and the number of exceedances above the known quantile.