Notes on Rank Statistics

Daniel J. Luckett, Samatha King and Lawrence M. Leemis ()
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Daniel J. Luckett: The College of William and Mary
Samatha King: The College of William and Mary
Lawrence M. Leemis: The College of William and Mary

Chapter 8 in Computational Probability Applications, 2017, pp 87-106 from Springer

Abstract: Abstract We consider certain aspects of two ranks statistics. For the non parametric Wilcoxon signed-rank test, power curves for this test are plotted and compared for several population distributions. The power of the Wilcoxon signed-rank test is compared to the power of the sign test. Computations to calculate power are performed using a computer algebra system and an algorithm is presented to perform these computations. Power curves are plotted and compared for small sample sizes. Monte Carlo simulation is used to calculate power curves for larger sample sizes. For the Mann–Whitney rank sum statistic, the distribution of the statistic is considered in the presence of ties, both within a sample and between samples.

Keywords: Hypothesis testing; Non parametric tests; Power (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/978-3-319-43317-2_8

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