Percentile Modifications of Two Sample Rank Tests
- 1 December 1965
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 60 (312) , 1127
- https://doi.org/10.2307/2283411
Abstract
This paper presents a simple method for increasing the limiting Pitman efficiency of rank tests relative to the best tests for samples normal distributions without using complicated scoring systems. Our proposal is to select two numbers p and r (0 < p, r < 1) and then score, with integer weights, the data in the top p th and bottom r th fractions of the combined sample. The percentile modified tests for scale are quite effective. When p = r = 1/8 (i.e., we score only the extreme quarter of the combined sample) the A.R.E. of the test to the F test is .85.Keywords
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