The rank transform in the two-sample location problem
| Autor: | Nath, R., Duran, B. S. |
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| Zdroj: | Communications in Statistics: Simulation and Computation; January 1982, Vol. 10 Issue: 4 p383-394, 12p |
| Abstrakt: | In the two-sample location problem, if the t-statistic is computed as a function of the ranks of the observations rather than the observations themselves, the resulting statistic, Tr, is a function of the Wilcoxon statistic. It is shown here that Tr, has approximately a t-distribution. The ARE of the T-test is identical to that of the Wilcoxon test. A Monte Carlo study reveals that the T-test is more robust, with regard to the significance level, than the t-test. |
| Databáze: | Supplemental Index |
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