The rank transform in the two-sample location problem

Ravinder Nath, B. S. Duran

Research output: Contribution to journalArticle

8 Citations (Scopus)

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 languageEnglish
Pages (from-to)383-394
Number of pages12
JournalCommunications in Statistics Part B: Simulation and Computation
Volume10
Issue number4
DOIs
StatePublished - Jan 1 1981
Externally publishedYes

Fingerprint

Two-sample Problem
Location Problem
Statistic
Statistics
Transform
Wilcoxon Test
t-distribution
Significance level
t-test
Monte Carlo Study
Observation

All Science Journal Classification (ASJC) codes

  • Modeling and Simulation
  • Statistics and Probability

Cite this

The rank transform in the two-sample location problem. / Nath, Ravinder; Duran, B. S.

In: Communications in Statistics Part B: Simulation and Computation, Vol. 10, No. 4, 01.01.1981, p. 383-394.

Research output: Contribution to journalArticle

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