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Why is the asymptotic relative efficiency of the Wilcoxon test $3/\pi$ compared to Student's t-test for normally distributed data?
It is well-known that the asymptotic relative efficiency (ARE) of the Wilcoxon signed rank test is $\frac{3}{\pi} \approx 0.955$ compared to Student's t-test, if the data are drawn from a normally ...
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9
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Relative efficiency of Wilcoxon signed rank in small samples
I have seen in published literature (and posted on here) that the asymptotic relative efficiency of the Wilcoxon signed rank test is at least 0.864 when compared to the t test. I have also heard that ...
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