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 language | English |
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Pages (from-to) | 187-193 |
Number of pages | 7 |
Journal | Canadian Journal of Statistics |
Volume | 5 |
Issue number | 2 |
DOIs | |
State | Published - 1977 |
Keywords
- Pitman efficiency
- Rank tests
- Wilcoxon test
- outliers
- shift hypothesis