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Accurate probabilities for the sign test |
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| Authors: | J.L. Hodges Jr Philip H. Ramsey Juliet Popper Shaffer |
| Affiliation: | 1. Department of Statistics , University of California , Berkeley, CA, 94720;2. Psychology Department , Queens College , Flushing, NY, 11367 |
| Abstract: | Limitations in currently available methods for producing significance probabilities for the sign test are discussed. Two simple modifications to the continuity corrected normal approximation are derived and presented in a simple form. These modifications are shown to markedly reduce the relative error in approximating exact probabilities. The relative simplicity of these modifications and the importance of accurate p values suggest that one or both modifications could be useful improvements. |
| Keywords: | Exact probabilities p values nonparametric tests continuity correction |