Small sample behaviour of some nonparametric multi-sample location tests in the presence of dispersion differences

This paper describes the small and moderate sample behaviour of three studentized non-parametric statistics by Sen and a modified Wilcoxon statistic by Potthoff for testing the equality of location parameters in the presence of dispersion differences. Based on the agreement between the asymptotic and small sample distributions of the statistics as well as a comparison of their power under heteroscedasticity, the studentized Wilcoxon and the studentized Brown and Mood tests arc preferred in the two-sample and c-sample situations, respectively.