On small sample properties of the generalized signed rank and generalized sign tests

The generalized signed rank (GSR) and generalized sign (GS) tests were recently proposed for matched pair studies with censored observations (Woolson and Lechenbruch, 1980). The results provided in that paper were asymptotic, and no indicatin of small sample behavior was given. In this paper we report on simulation studied of these statistics for a variety of distributions. We find that the GSR is more powerful than the GS, and that censoring does not affect power greatly. In the original paper, we assumed each member of the pair has the same censoring time. We consider a variant of this in which each member of the pair has a censoring time chosen from a uniform distribution, and the minimum of these times is selected as the censoring time for the pair. It is found that the power of the test is slightly reduced because the number of doubly censored pairs is increased.