Deconstructing the Comparative Power of the Independent Samples T and the Wilcoxon Mann-Whitney for Shift and Slight Heteroscedasticity

Deconstructing the Comparative Power of the Independent Samples T and the Wilcoxon Mann-Whitney for Shift and Slight Heteroscedasticity

103 pages· 2007· ISBN 9780549291602
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Outcomes compared the robustness and power of each test. Recognized as the Behrens-Fisher problem, scale change without change in location, outcomes confirm neither test as robust. In studying shift while holding variance constant; the power of both tests are comparable specific to the Gaussian and Smooth Symmetric distributions, however with extreme skew, the Wilcoxon maintains much greater power.

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