A COMPARATIVE POWER STUDY OF THE BIVARIATE RANK SUM TEST AND T2

Abstract

The small sample performance of the bivariate two-sample Wilcoxon type rank sum test W is studied by Monte Carlo evaluation of power under shift alternatives in the bivariate normal distribution. Two types of alternatives are considered: (a) shift in only one coordinate and (b) equal amounts of shifts in both coordinates. The estimated power of the W test is compared with the power of Hotelling's T squared test. Interestingly, it is found that the empirical power of W substantially exceeds the power of T squared for some normal shift alternatives although the latter is the uniformly most powerful invariant test for the problem.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1968
Accession Number
AD0687136

Entities

People

  • G. K. Bhattacharyya
  • H. R. Neave
  • Richard A. Johnson

Organizations

  • University of Wisconsin Madison Department of Statistics

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Computations
  • Covariance
  • Data Science
  • Information Science
  • Military Research
  • Monte Carlo Method
  • Normal Distribution
  • Permutations
  • Probability
  • Random Variables
  • Rejection
  • Simulations
  • Statistical Samples
  • Statistics
  • Test And Evaluation
  • Wisconsin

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.