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SUMMARYThe competing risks set-up is considered where an individual is subject to failure due to two independent competing risks. The available data consist of observed times to failure and the causes of failure. On the basis of this information, distribution-free tests are proposed for testing the equality of the two failure distributions against location, scale and general stochastic ordering alternatives. Locally most powerful rank tests are derived and a generalization of the Wilcoxon test has been proposed. Exact critical points are provided for the newly proposed tests, and Pitman efficiency comparisons made.Some key words: Asymptotic relative efficiency; Locally most powerful rank test; Rank test; U-statistic.
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