Experimental determination of the power functions of the two-sample rank tests of Wilcoxon, Van der Waerden and Terry by Monte Carlo techniques. I. Normal parent distributions

P. Laan, van der, J. Oosterhoff

    Research output: Contribution to journalArticleAcademicpeer-review

    2 Citations (Scopus)

    Abstract

    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.
    Original languageEnglish
    Pages (from-to)55-68
    Number of pages14
    JournalStatistica Neerlandica
    Volume21
    Issue number1
    DOIs
    Publication statusPublished - 1967

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