首页   按字顺浏览 期刊浏览 卷期浏览 Robustness of the t and U tests under combined assumption violations
Robustness of the t and U tests under combined assumption violations

 

作者: JohnM. Stonehouse,   GuyJ. Forrester,  

 

期刊: Journal of Applied Statistics  (Taylor Available online 1998)
卷期: Volume 25, issue 1  

页码: 63-74

 

ISSN:0266-4763

 

年代: 1998

 

DOI:10.1080/02664769823304

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

When the assumptions of parametric statistical tests for the difference between two means are violated, it is commonly advised that non-parametric tests are a more robust substitute. The history of the investigation of this issue is summarized. The robustness of the t -test was evaluated, by repeated computer testing for differences between samples from two populations of equal means but non-normal distributions and with different variances and sample sizes. Two common alternatives to t -Welch's approximate t and the Mann-Whitney U -test-were evaluated in the same way. The t -test is sufficiently robust for use in all likely cases, except when skew is severe or when population variances and sample sizes both differ. The Welch test satisfactorily addressed the latter problem, but was itself sensitive to departures from normality. Contrary to its popular reputation, the U -test showed a dramatic 'lack of robustness' in many cases-largely because it is sensitive to population differences other than between means, so it is not properly a 'non-parametric analogue' of the t -test, as it is too often described.

 

点击下载:  PDF (169KB)



返 回