A Trinomial Test for Paired Data When There are Many Ties

Guorui Bian, Michael McAleer and Wing-Keung Wong
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Guorui Bian: Department of Statistics, East China Normal University

No CIRJE-F-662, CIRJE F-Series from CIRJE, Faculty of Economics, University of Tokyo

Abstract: This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero diRerences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the proposed trinomial test statis- tic over the sign test in small samples in the presence of tie observations. We also show that the proposed trinomial test has substantially higher power than the sign test in large samples and also in the presence of tie observations, as the sign test ignores information from observations resulting in ties.

Pages: 18 pages
Date: 2009-09
New Economics Papers: this item is included in nep-ecm
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http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf662.pdf (application/pdf)

Related works:
Journal Article: A trinomial test for paired data when there are many ties (2011)
Working Paper: A Trinomial Test for Paired Data When There are Many Ties (2010)
Working Paper: A Trinomial Test for Paired Data When There are Many Ties (2010)
Working Paper: A Trinomial Test for Paired Data When There are Many Ties (2010)
Working Paper: A Trinomial Test for Paired Data When There are Many Ties (2010)
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Persistent link: https://EconPapers.repec.org/RePEc:tky:fseres:2009cf662

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