A distribution-free test is proposed whose power is similar to that of the Wilcoxon Rank-Sum or Terry-Hoeffding Normal Scores tests depending on which of these two tests is more powerful in a given data analysis situation, regardless of the population. This new statistic is distribution-free, and adds no new assumptions to those associated with the constituent tests. A table of critical values for the new statistic is given and some of its Type I error and power properties are examined.
Blair, R. Clifford
"Combining Two Nonparametric Tests Of Location,"
Journal of Modern Applied Statistical Methods:
1, Article 3.
Available at: http://digitalcommons.wayne.edu/jmasm/vol1/iss1/3