A generalization of the rank transform in the two-sample location problem
Titel:
A generalization of the rank transform in the two-sample location problem
Auteur:
Nath, R. Duran, B.S.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 10 (1981) nr. 14 pagina's 1437-1455
Jaar:
1981
Inhoud:
The t-statistic computed as a function of the scores of a two-sample linear rank statistic, rather than the observations themselves, yields a statistic TCR which can be used to test for the TCR equality of locations of two populations. For the Wilcoxon scores, the statistic TCR reduces to the "rank transform" statistic TCR . By TCR assuming the appropriate regularity conditions on the scores, TCR is shown to have approximately a t-distribution. The asymptotic relative efficiency (ARE) of T is the same as that of the corresponding linear rank statistic. The robustness of TCR with respect to significance level and power, is studied by Monte Carlo simulation when the distributions are normal, uniform, double exponential Cauchy, and exponential.
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