Abstract
In the two-sample location problem, if the t-statistic is computed as a function of the ranks of the observations rather than the observations themselves, the resulting statistic, TR, is a function of the Wilcoxon statistic. It is shown here that TR has approximately a t-distribution. The ARE of the TR -test is identical to that of the Wilcoxon test. A Monte Carlo study reveals that the TR-test is more robust, with regard to the significance level, than the t-test.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 383-394 |
| Number of pages | 12 |
| Journal | Communications in Statistics - Simulation and Computation |
| Volume | 10 |
| Issue number | 4 |
| DOIs | |
| State | Published - Jan 1 1981 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Modeling and Simulation
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Cite this
Nath, R., & Duran, B. S. (1981). The rank transform in the two-sample location problem. Communications in Statistics - Simulation and Computation, 10(4), 383-394. https://doi.org/10.1080/03610918108812216