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On the power of the t ‐test and some rank tests when outliers may be present
Author(s) -
Iman Ronald L.,
Conover W. J.
Publication year - 1977
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3314777
Subject(s) - outlier , rank (graph theory) , statistics , mathematics , monte carlo method , variance (accounting) , power (physics) , sample (material) , sample size determination , combinatorics , physics , thermodynamics , accounting , business
The power of some rank tests, used for testing the hypothesis of shift, is found when the underlying distributions contain outliers. The outliers are assumed to occur as the result of mixing two normal distributions with common variance. A small sample case shows how the scores for the rank tests are found and the exact power is computed for each of these rank tests. A Monte Carlo study provides an estimate of the power of the usual two sample t ‐test.