Experimental determination of the power functions of the two‐sample rank tests of WILCOXON, VAN DER WAERDEN and TERRY by Monte Carlo techniques

P. van der Laan and J. Oosterhoff

Statistica Neerlandica, 1967, vol. 21, issue 1, 55-68

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.

Date: 1967
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