Premium
Experimental determination of the power functions of the two‐sample rank tests of WILCOXON, VAN DER WAERDEN and TERRY by Monte Carlo techniques
Author(s) -
Laan P.,
Oosterhoff J.
Publication year - 1967
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1967.tb00545.x
Subject(s) - van der waerden's theorem , wilcoxon signed rank test , mathematics , statistics , power function , monte carlo method , rank (graph theory) , power (physics) , sample size determination , sign test , sample (material) , combinatorics , mann–whitney u test , mathematical analysis , physics , chemistry , chromatography , quantum mechanics
Summary In this paper the authors present the results of a sampling experiment to determine the power functions of the two‐sample rank tests of WILCOXON, VAN DER WAERDEN and TERRY against shift alternatives for normal parent distributions, based on 2000 trials for each alternative. The sample sizes considered are m = n = 6 and m = n = 10. The powers of the three rank tests are compared with the power of the STUDENT t‐test and with each other. The results indicate that in small samples (i) the power of the WILCOXON test is not much smaller than the power of the t‐test and (ii) the normal scores tests are only slightly superior to the WILCOXON test, if at all.