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Efficiency Loss Due to Grouping in Distribution-Free Tests

 

作者: D.R. McNeil,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1967)
卷期: Volume 62, issue 319  

页码: 954-965

 

ISSN:0162-1459

 

年代: 1967

 

DOI:10.1080/01621459.1967.10500907

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

While distribution-free procedures are often appropriate when testing statistical hypotheses, they may become complicated or involve loss of power when the data are grouped. For rank tests the ties caused by grouping are generally broken either by using a randomization procedure or averaging the tied ranks. In this paper the power loss due to equi-spaced grouping (in terms of Pitman asymptotic relative efficiency) is investigated for some commonly used tests, for each method of tie-breaking. The tests considered are Wilcoxon's and Mood's tests for the two-sample problem, Mann's test for randomness, and Pitman's independence test. It is shown how the power loss depends on the width of the grouping intervals and the distribution of the data, and some numerical studies are given. The results seem to indicate that the power loss is small even for a sizable group interval, and that it may be preferable to break ties by randomization than by averaging ranks.

 

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