An evaluation of some nonparametric multiple comparison procedures by Monte Carlo methods

Computer simulation techniques were employed to investigate the Type I and Type II error rates (experiment-wise and comparison-wise) of three nonparametric multiple comparison procedures. Three different underlying distributions were considered. It was found that the nonparametric analog to Fisher’s LSD (a Kruskal-Wallis test, followed by pairwise Mann-Whitney U tests if a significant overall effect is detected) appeared to be superior to the Nemenyi-Dunn and Steel-Dwass procedures, because of the extreme conservatism of these latter methods.