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A comparison of the power of the t test, Wilcoxon's test, and the approximate permutation test for the two‐sample location problem
Author(s) -
Brink Wulfert P.,
Brink Sebastiaan G. J.
Publication year - 1989
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1111/j.2044-8317.1989.tb00907.x
Subject(s) - wilcoxon signed rank test , mathematics , permutation (music) , resampling , statistics , test (biology) , sample size determination , normality , sign test , sample (material) , normality test , test statistic , statistical hypothesis testing , mann–whitney u test , paleontology , physics , chemistry , chromatography , acoustics , biology
Simulations were performed to compare the power of the approximate permutation test with the power of t test and Wilcoxon's test for the two‐sample location problem under a shift model. The approximate permutation test is sometimes suggested as a panacea for non‐normality. However, for the distributions and sample sizes used in this study, the power of the approximate permutation test and the t test are nearly equal. Under non‐normality Wilcoxon does have better power characteristics than the other tests. So it can be concluded, that in this study Wilcoxon, a permutation test on ranks, does perform better under non‐normality than the approximate permutation test that uses the measurements themselves.