Practical tests for randomized complete block designs

Ziyad R. Mahfoud and Ronald H. Randles

Journal of Multivariate Analysis, 2005, vol. 96, issue 1, 73-92

Abstract: A class of affine-invariant test statistics, including a sign test and a related family of signed-rank tests, is proposed for randomized complete block designs with one observation per treatment. This class is obtained by using the transformation-retransformation approach of Chakraborty, Chaudhuri and Oja along with a directional transformation due to Tyler. Under the minimal assumption of directional symmetry of the underlying distribution, the null asymptotic distribution of the sign test statistic is shown to be chi-square with p-1 degrees of freedom. The same null distribution is also proved for the family of signed-rank statistics under the assumption of symmetry of the underlying distribution. The Pitman asymptotic relative efficiencies of the tests, relative to Hotelling-Hsu's T2 are established. Several score functions are discussed including a simple linear score function and the optimal normal score function. The test based on the linear score function is compared to the other members of this family and other statistics in the literature through efficiency calculations and Monte Carlo simulations. This statistic has an excellent performance over a wide range of distributions and for small as well as large dimensions.

Keywords: Affine-invariance; Complete; block; designs; Pitman; efficiencies (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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