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.
|Number of pages||12|
|Journal||Communications in Statistics Part B: Simulation and Computation|
|Publication status||Published - Jan 1 1981|
All Science Journal Classification (ASJC) codes
- Modeling and Simulation
- Statistics and Probability