A COMPARATIVE POWER STUDY OF THE BIVARIATE RANK SUM TEST AND T2
WISCONSIN UNIV-MADISON DEPT OF STATISTICS
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The small sample performance of the bivariate two-sample Wilcoxon type rank sum test W is studied by Monte Carlo evaluation of power under shift alternatives in the bivariate normal distribution. Two types of alternatives are considered a shift in only one coordinate and b equal amounts of shifts in both coordinates. The estimated power of the W test is compared with the power of Hotellings T squared test. Interestingly, it is found that the empirical power of W substantially exceeds the power of T squared for some normal shift alternatives although the latter is the uniformly most powerful invariant test for the problem.
- Statistics and Probability