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Heterogeneity of variance and biased hypothesis tests
Authors:Donald W. Zimmerman
Affiliation:Psychology Department , Carleton University , Ottawa , Ontario , Canada
Abstract:This study examined the influence of heterogeneity of variance on Type I error rates and power of the independent-samples Student's t-test of equality of means on samples of scores from normal and 10 non-normal distributions. The same test of equality of means was performed on corresponding rank-transformed scores. For many non-normal distributions, both versions produced anomalous power functions, resulting partly from the fact that the hypothesis test was biased, so that under some conditions, the probability of rejecting H 0 decreased as the difference between means increased. In all cases where bias occurred, the t-test on ranks exhibited substantially greater bias than the t-test on scores. This anomalous result was independent of the more familiar changes in Type I error rates and power attributable to unequal sample sizes combined with unequal variances.
Keywords:biased hypothesis test  heterogeneity of variance  heteroscedasticity  unequal sample sizes  t-test  Wilcoxon–Mann–Whitney test  rank transformation
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