The power of the modified Wilcoxon rank sum test for one-sided alternative
The power of the modified Wilcoxon rank sum test for one-sided alternative
复制标题
修改后的 Wilcoxon 秩和检验对单边替代方案的功效
DOI：
10.1080/02331888.2014.913049
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发表时间：
2014
期刊：
影响因子：
1.9
通讯作者：
Hidetoshi Murakami
中科院分区：
文献类型：
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作者：
小泉和之;首藤信通;Hidetoshi Murakami;竹内光悦・上村尚史・末永勝征;竹内光悦;Hidetoshi Murakami
在两样本问题的假设检验中，Wilcoxon秩和检验经常被用来检验位置参数，多年来许多作者都讨论过这种检验。一个修改的Wilcoxon秩和检验提出了田村[在修改某些秩检验。安数学统计。1963;34：1101-1103]。当样本量增加时，很难推导出统计量的精确临界值。使用正态近似、Edgeworth展开、鞍点近似和排列检验来评价有限样本量下改良Wilcoxon秩和检验的上尾概率。研究了各种近似值对修正Wilcoxon统计量概率的准确性。模拟用于研究小样本量下各种人群分布的单侧替代的改良Wilcoxon秩和检验的功效。通过对真实的数据的分析，说明了该方法的有效性。
When testing hypotheses in two-sample problems, the Wilcoxon rank-sum test is often used to test the location parameter, and this test has been discussed by many authors over the years. One modification of the Wilcoxon rank-sum test was proposed by Tamura [On a modification of certain rank tests. Ann Math Stat. 1963;34:1101–1103]. Deriving the exact critical value of the statistic is difficult when the sample sizes are increased. The normal approximation, the Edgeworth expansion, the saddlepoint approximation, and the permutation test were used to evaluate the upper tail probability for the modified Wilcoxon rank-sum test given finite sample sizes. The accuracy of various approximations to the probability of the modified Wilcoxon statistic was investigated. Simulations were used to investigate the power of the modified Wilcoxon rank-sum test for the one-sided alternative with various population distributions for small sample sizes. The method was illustrated by the analysis of real data.