A test for the median, combining the sign and signed-rank tests
作者:
Hermanus H. Lemmer,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1987)
卷期:
Volume 16,
issue 3
页码: 621-627
ISSN:0361-0918
年代: 1987
DOI:10.1080/03610918708812608
出版商: Marcel Dekker, Inc.
关键词: Koopman test;one-sample test;robustness
数据来源: Taylor
摘要:
A test is proposed for testing the null hypothesis that the median of a distribution is a specified value n0without any assumption about the symmetry of the distribution. The signed-rank test is generally more powerful than the sign test for testing the null hypothesis that the distribution is symmetric around n0, but for our problem it has the disadvantage that it may reject a correct null hypothesis due to the skewness of the distribution. To guard against this possibility, the following procedure is proposed: If the signed-rank test has a highly significant value, reject H0if it has an intermediate value, calculate the value of the sign test statistic and reject H0if this value is significant. It is shown that for suitable criti-cal values this test is robust and has good power properties compared to the sign test.
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