The rank transform in the two-sample location problem

R. Nath; B. S. Duran

doi:10.1080/03610918108812216

The rank transform in the two-sample location problem

R. Nath, B. S. Duran

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

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, T_R, is a function of the Wilcoxon statistic. It is shown here that T_R has approximately a t-distribution. The ARE of the T_R -test is identical to that of the Wilcoxon test. A Monte Carlo study reveals that the T_R-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	https://doi.org/10.1080/03610918108812216
State	Published - Jan 1 1981
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability
Modeling and Simulation

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10.1080/03610918108812216

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