Percentile Modifications of Two Sample Rank Tests
作者:
JosephL. Gastwirth,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1965)
卷期:
Volume 60,
issue 312
页码: 1127-1141
ISSN:0162-1459
年代: 1965
DOI:10.1080/01621459.1965.10480856
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper presents a simple method for increasing the limiting Pitman efficiency of rank tests relative to the best tests for samples normal distributions without using complicated scoring systems. Our proposal is to select two numberspandr(0 <p, r< 1) and then score, with integer weights, the data in the toppthand bottomrthfractions of the combined sample. The percentile modified tests for scale are quite effective. Whenp=r= 1/8 (i.e., we score only the extreme quarter of the combined sample) the A.R.E. of the test to theFtest is .85.
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