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Small sample behaviour of some nonparametric multi‐sample location tests in the presence of dispersion differences

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  • Karen Yuen Fung

Abstract

This paper describes the small and moderate sample behaviour of three studentized non‐parametric statistics by Sen and a modified Wilcoxon statistic by Potthoff for testing the equality of location parameters in the presence of dispersion differences. Based on the agreement between the asymptotic and small sample distributions of the statistics as well as a comparison of their power under heteroscedasticity, the studentized Wilcoxon and the studentized Brown and Mood tests arc preferred in the two‐sample and c‐sample situations, respectively.

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  • Karen Yuen Fung, 1980. "Small sample behaviour of some nonparametric multi‐sample location tests in the presence of dispersion differences," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 34(4), pages 189-196, December.
    • Handle: RePEc:bla:stanee:v:34:y:1980:i:4:p:189-196
    DOI: 10.1111/j.1467-9574.1980.tb00701.x
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    Cited by:

    1. Bradstreet, Thomas E., 1997. "A Monte Carlo study of Type I error rates for the two-sample Behrens-Fisher problem with and without rank transformation," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 167-179, July.
    2. Marc Ditzhaus & Roland Fried & Markus Pauly, 2021. "QANOVA: quantile-based permutation methods for general factorial designs," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(4), pages 960-979, December.
    3. Wilcox, Rand R., 2006. "Comparing medians," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1934-1943, December.

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