Which of the Following Statements Are Not True?
A) When $\mu$

Which of the following statements are not true?

A) When the underlying distribution being sampled has "heavy tails"; that is, when observed values lying far from population mean $\mu$
Are relatively more likely than they are when the distribution is normal, the t test can perform poorly.
B) If the asymptotic relative efficiency (ARE) of one test with respect to a second equals .50, then when sample sizes are large, twice as large a sample size will be required of the first test to perform as well as the second test.
C) When the underlying distribution is normal, the asymptotic relative efficiency of the Wilcoxon signed-rank test with respect to the t test is approximately .95.
D) For any distribution, the asymptotic relative efficiency will be at least .86, and for many distributions it will be much greater than 2.
E) All of the above statements are true.