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Hisashi Tanizaki
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دانلود کتاب Power comparison of non-parametric tests: Small-sample properties from Monte Carlo experiments
by Hisashi Tanizaki|
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عنوان فارسی: مقایسه قدرت از آزمونهای ناپارامتری: خواص کوچک نمونه از آزمایش های مونت کارلو |
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جزییات کتاب
Non-parametric tests that deal with two samples include scores tests (such as the Wilcoxon rank sum test, normal scores test, logistic scores test, Cauchy scores test, etc.) and Fisher's randomization test. Because the non-parametric tests generally require a large amount of computational work, there are few studies on small-sample properties, although asymptotic properties with regard to various aspects were studied in the past. In this paper, the non-parametric tests are compared with the t -test through Monte Carlo experiments. Also, we consider testing structural changes as an application in economics
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