ON THE POWER FUNCTION OF A SIGN TEST FORMED BY USING SUBSAMPLES

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Abstract:

The sign test can be used to obtain significance tests for the population median under extremely general conditions. The purpose of this paper is to investigate the power efficiency of the significance tests for the median formed in this way for the particular case in which each observation is drawn from the same normal population. For the cases considered, it is found that the power efficiency is almost always decreased by using two or more subsets rather than all the observations as a single set sometimes this decrease in power efficiency is very large. Also, for a given significance level, it is found that the power efficiency can vary noticeably with the manner in which the test is formed.

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