On the power of the t‐test and some rank tests when outliers may be present

Ronald L. Iman, W. J. Conover

Research output: Contribution to journalArticlepeer-review

Abstract

The power of some rank tests, used for testing the hypothesis of shift, is found when the underlying distributions contain outliers. The outliers are assumed to occur as the result of mixing two normal distributions with common variance. A small sample case shows how the scores for the rank tests are found and the exact power is computed for each of these rank tests. A Monte Carlo study provides an estimate of the power of the usual two sample t‐test.

Original languageEnglish
Pages (from-to)187-193
Number of pages7
JournalCanadian Journal of Statistics
Volume5
Issue number2
DOIs
StatePublished - 1977

Keywords

  • Pitman efficiency
  • Rank tests
  • Wilcoxon test
  • outliers
  • shift hypothesis

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