A studentized permutation test for the non-parametric Behrens-Fisher problem
A studentized permutation test for the non-parametric Behrens-Fisher problem
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DOI：
10.1016/j.csda.2006.05.024
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发表时间：
2007-06-15
影响因子：
1.8
通讯作者：
Brunner, Edgar
中科院分区：
文献类型：
--
作者：
Neubert, Karin;Brunner, Edgar
针对非参数 Behrens-Fisher 问题，提出了一种基于 Brunner 和 Munzel 学生化排名统计的笔章检验。此过程适用于计数或有序分类数据。通过应用詹森中心极限定理，表明该检验统计量的渐近排列分布是标准正态分布。对于医学和生物应用中经常出现的非常小且差异很大的样本量，广泛的模拟研究表明，这种排列测试对于来自多个基础分布的数据效果很好。所提出的测试适用于临床试验的数据。 (c) 2006 Elsevier B.V. 保留所有权利。
For the non-parametric Behrens-Fisher problem a pen-nutation test based on the studentized rank statistic of Brunner and Munzel is proposed. This procedure is applicable to count or ordered categorical data. By applying the central limit theorem of Janssen, it is shown that the asymptotic permutational distribution of this test statistic is a standard normal distribution. For very small and very different sample sizes, frequently occurring in medical and biological applications, an extensive simulation study suggests that this permutation test works well for data from several underlying distributions. The proposed test is applied to data from a clinical trial. (c) 2006 Elsevier B.V. All rights reserved.