(k-1)-mean significance levels of nonparametric multiple comparisons procedures

J.H. Oude Voshaar

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Abstract

We consider the nonparametric pairwise comparisons procedures derived from the Kruskal-Wallis test and from Friedman's test. For large samples the (k-1)-mean significance level is determined, i.e. the probability of concluding incorrectly that some of the first k-1 samples are unequal. We show that this probability may be larger than the simultaneous significance level \alpha. Even when the kth sample is a shift of the other k-1 samples, it may exceed \alpha, if the distributions are very skew. Here skewness is defined with Van Zwet's c-ordering of distribution functions.
Original languageEnglish
Place of PublicationEindhoven
PublisherTechnische Hogeschool Eindhoven
Number of pages18
Publication statusPublished - 1978

Publication series

NameMemorandum COSOR
Volume7813
ISSN (Print)0926-4493

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Cite this

Oude Voshaar, J. H. (1978). (k-1)-mean significance levels of nonparametric multiple comparisons procedures. (Memorandum COSOR; Vol. 7813). Eindhoven: Technische Hogeschool Eindhoven.