SUMMARY A class of linear rank statistics is proposed for the k-sample problem with rightcensored survival data. The class contains as special cases the log rank test (Mantel, 1966; Cox, 1972) and a test essentially equivalent to Peto & Peto's (1972) generalization of the Wilcoxon test. Martingale theory is used to establish asymptotic normality of test statistics under the null hypotheses considered, and to derive expressions for asymptotic relative efficiencies under contiguous sequences of alternative hypotheses. A class of distributions is presented which corresponds to the class of rank statistics in the sense that for each distribution there is a statistic with some optimal properties for detecting location alternatives from that distribution. Some Monte Carlo results are displayed which present small sample behaviour.
Harrington et al. (1982) studied this question.