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Some adaptive distribution-free tests about location parameters of symmetric distributions are processed for the one-and two sample cases. The preliminary inferences in these adaptive schemes is to classify the underlying distributions as having light, medium, or heave rails with a statistic that is assentialy the range of the sample divided by the mean deviation from the sample median. If this inference suggests medium tails, a wilcoxon-type test is used; for heavy tails, a median-type test is used. A modified Wilcoxon test (alirnating middle sample itams) is processed for ligntatailed distributions and portions of its null distribution are trasulated. The favorable performance of these adaotive rets is demanstrated by a monta carla study.
Randles et al. (Mon,) studied this question.