Validation against a Fallible Criterion |
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Authors: | Edward E Cureton |
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Institution: | Alabama Polytechnic Institute, Auburn Alabama |
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Abstract: | This paper presents the results of a simulation study to compare the performance of the Mann-Whitney U test, Student?s t test, and the alternate (separate variance) t test for two mutually independent random samples from normal distributions, with both one-tailed and two-tailed alternatives. The estimated probability of a Type I error was controlled (in the sense of being reasonably close to the attainable level) by all three tests when the variances were equal, regardless of the sample sizes. However, it was controlled only by the alternate t test for unequal variances with unequal sample sizes. With equal sample sizes, the probability was controlled by all three tests regardless of the variances. When it was controlled, we also compared the power of these tests and found very little difference. This means that very little power will be lost if the Mann-Whitney U test is used instead of tests that require the assumption of normal distributions. |
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