New critical values for the generalized t and generalized rank-sum procedures

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Abstract
Student's t test as well as Wilcoxon's rank-sum test may be inefficient in situations where treatments bring about changes in both location and scale. In order to rectify this situation, O'Brien (1988, Journal of the American Statistical Association 83, 52-61) has proposed two new statistics, the generalized t and generalized rank-sum procedures, which may be much more powerful than their traditional counterparts in such situations. Recently, however, Blair and Morel (1991, Statistics in Medicine in press) have shown that referencing these new statistics to standard F tables as recommended by O'Brien results in inflations of Type I errors. This paper provides tables of critical values which do not produce such inflations. Use of these new critical values results in Type I error rates near nominal levels for the generalized t statistic and slightly conservative rates for the generalized rank-sum test. In addition to the critical values, some new power results are given for the generalized tests.