ROBUSTNESS AND POWER OF THE T, PERMUTATION T AND WILCOXON TESTS

ROBUSTNESS AND POWER OF THE T, PERMUTATION T AND WILCOXON TESTS

Michele Fatal-Weber

     

бумажная книга



Издательство: Книга по требованию
Дата выхода: июль 2011
ISBN: 978-3-6391-1343-3
Объём: 84 страниц
Масса: 147 г
Размеры(В x Ш x Т), см: 23 x 16 x 1

Data analysis is conducted via parametric or nonparametric methods, depending on the data. Authors state that parametric techniques are more robust with regard to Type I error and more powerful than nonparametric techniques. Nonparametric methods are good alternatives to parametric methods being robust and powerful under non-normality. Permutation tests offer advantages compared to parametric tests as they require fewer assumptions. It was found that they are robust with regard to Type I error and powerful. However, permutation tests maintain the Type I error to the nominal ? with no evidence that they are more powerful than nonparametric tests. Monte Carlo simulations were used to investigate the Type I error and power of the t-, permutation t- and the Wilcoxon tests for some distributions.It was found that, under normality, the t and permutation t-tests were robust with regard to Type I error compared to the Wilcoxon test. They were also slightly more powerful than the Wilcoxon test. However under non-normality, the Wilcoxon test was robust with regard to Type I error and much more powerful than the t and permutation t-tests.

Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.