The Asymptotic Power Of Jonckheere-Type Tests For Ordered Alternatives |
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Authors: | Herbert Büning & Wolfgang Kössler |
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Institution: | Institut für Statistik und Ökonometrie, Freie Universität, Berlin, Germany,;Institut für Informatik, Humboldt-Universität, Berlin, Germany |
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Abstract: | For the c -sample location problem with ordered alternatives, the test proposed by Barlow et al . (1972 p. 184) is an appropriate one under the model of normality. For non-normal data, however, there are rank tests which have higher power than the test of Barlow et al ., e.g. the Jonckheere test or so-called Jonckheere-type tests recently introduced and studied by Büning & Kössler (1996). In this paper the asymptotic power of the Jonckheere-type tests is computed by using results of Hájek (1968) which may be considered as extensions of the theorem of Chernoff & Savage (1958). Power studies via Monte Carlo simulation show that the asymptotic power values provide a good approximation to the finite ones even for moderate sample sizes. |
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Keywords: | nonparametric tests non-normality asymptotic relative efficiency finite sample power Jonckheere-type tests |
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