Abstract

BAUTISTA, FABIÁN  and  GOMEZ, EMILSE. Two Permutation Tests and the Mann-Whitney Test: A Robustness Study. Rev.Colomb.Estad. [online]. 2007, vol.30, n.2, pp.177-185. ISSN 0120-1751.

The robustness of the permutation and the Mann-Whitney U tests was explored and compared through simulation for several violation degrees of the variances equality assumption. Samples were obtained from the approximation to beta, logistic and double exponential distributions by means of the Generalized λ Distribution Family; sample sizes {7,14,21} were considered as well as quotients between variances {0.5,1.0,1.5,2.0}. When the sample of smaller size comes of the population with greatest variance, the simulated significance level takes values of almost three times the obtained whenever the assumption is fulfilled. For most of the cases, permutation tests present higher simulated significance levels.

Keywords : Simulation; Generalized Lambda Distribution; Nonparametric tests; Heteroscedasticity.

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