The related term distribution-free has a precise meaning. The distribution-free property is a key aspect of many nonparametric procedures. In this section, we informally introduce the concept of a distribution-free test statistic. The related notions of a distribution-free confidence interval, distribution-free multiple comparison procedure, distribution-free confidence band, asymptotically distribution-free test statistic, asymptotically distribution-free multiple comparison procedure, and asymptotically distribution-free confidence band are introduced at appropriate points in the text.
Nonparametric Statistical Methods — Myles Hollander, page 18