Adaptive Nonparametric Tests for the Generalized Behrens-Fisher Problem

Austrian Journal of Statistics

article

Uttam Bandyopadhyay¹  Atanu Biswas²  Dhiman Dutta¹ 

[1] Department of Statistics, University of Calcutta;Applied Statistics Unit, Indian Statistical Institute

关键词: Adaptive Test Procedures;    Modified Wilcoxon-Mann-WhitneyTest;    Modified Mood’s Median Test;    Triples Test;    Deterministic Approach;    Probabilistic Approach;    p-Value.;   

DOI  :  10.17713/ajs.v39i4.252

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

Some adaptive test procedures are developed for the generalized Behrens-Fisher problem. The one having a deterministic approach is based on calculating a measure of symmetry from each sample and using them as a basis for choosing between the modifiedWilcoxon-Mann-Whitney test (Fligner and Policello, 1981) and the modified Mood’s median test (Fligner and Rust, 1982). The other one is a probabilistic approach which also uses a combination of the modified Wilcoxon-Mann-Whitney test and the modified Mood’smedian test according to an evidence of asymmetry provided by the p-value from the triples test for symmetry given in Randles, Fligner, Policello, and Wolfe (1980). This probabilistic approach is further modified by using a suitable function of the p-value from the triples test. A simulation study reveals that the modified procedure performs reasonably well in terms of power and attainment of the nominal size.

【 授权许可】

CC BY