Robustness to non-normality of various tests for the one-sample location problem

DOI10.1155/S117391260400015XMaRDI QIDQ556516zbMATH OpenFDO

Authors Michelle K. McDougall, Glen D. Rayner

Publication date 21 June 2005

Published in Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/124634

zbMATH Keywords

\(t\) testpowerquantile functionsign testsizeWilcoxon's signed rank test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35)

Review text

Summary: This paper studies the effect of the normal distribution assumption on the power and size of the sign test, Wilcoxon's signed rank test and the \(t\)-test when used in one-sample location problems. Power functions for these tests under various skewness and kurtosis conditions are produced for several sample sizes from simulated data using the \(g\)- and \(k\)-\,distributions of \textit{H. L. MacGillivray} and \textit{W. H. Cannon} [Generalizations of the \(g\)- and \(k\)-\,distributions and their use. Working paper (1998)].

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• Robustness to non-normality of common tests for the many-sample location problem
• Preliminary Goodness-of-Fit Tests for Normality do not Validate the One-Sample Student t
• Application of the finite efficacy ratio for one-sample location
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• One sample tests of location for nonnormal symmetric data
• A simple and effective decision rule for choosing a significance test to protect against non-normality
• A closer look at the effect of preliminary goodness-of-fit testing for normality for the one-sample \(t\)-test
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