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A generalization of Friedman's rank statistic

 

作者: J. de Kroon,   P. van der Laan,  

 

期刊: Statistica Neerlandica  (WILEY Available online 1983)
卷期: Volume 37, issue 1  

页码: 1-14

 

ISSN:0039-0402

 

年代: 1983

 

DOI:10.1111/j.1467-9574.1983.tb00793.x

 

出版商: Blackwell Publishing Ltd

 

关键词: Friedman'srank test;distribution‐free analysis of variance;generalized Friedman'srank test;rank test for an inorthogonal design

 

数据来源: WILEY

 

摘要:

Abstract In this paper a very natural generalization of the two‐way analysis of variance rank statistic of Friedmanis given. The general distribution‐free test procedure based on this statistic for the effect ofJtreatments in a random block design can be applied in general two‐way layouts without interactions and with different numbers of the continuous observations per cell provided the design scheme is connected. The asymptotic distribution under the null hypothesis of the test statistic is derived. A comparison with the method ofmrankings of BenardandvanElterenis made. The disadvantage of BenardandvanElteren'stest procedure is that the number of observations per block does influence the statistic twice, namely firstly by the number itself, as it should, and see ondly by the level of the ranks which will be different in different blocks if the numbers of observations per block are different. The proposed test statistic is not sensitive to differences in the levels of the ranks caused by the different numbers of observations per block. The test is derived from considerhg the Kruskal‐Wallisstatistics per block.Finally, the results of simulation experiments are given. The simulation is carried out for three designs and a number of normal location alternatives and gives some information about the power of the suggested test procedure. A comparison is made with BenardandvanElteren'stest and with the classical analysis of variance technique. For some simple orthogonal designs the exact null distributions of BenardandvanElteren'stest and the proposed test are

 

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