EFFECT OF NONINDEPENDENCE OF SAMPLE OBSERVATIONS ON SOME PARAMETRIC AND NONPARAMETRIC STATISTICAL TESTS

被引:18
|
作者
ZIMMERMAN, DW
WILLIAMS, RH
ZUMBO, BD
机构
[1] CARLETON UNIV,DEPT PSYCHOL,OTTAWA K1S 5B6,ONTARIO,CANADA
[2] UNIV MIAMI,SCH EDUC,DEPT EDUC & PSYCHOL STUDIES,CORAL GABLES,FL 33124
[3] UNIV OTTAWA,FAC EDUC,OTTAWA K1N 6N5,ONTARIO,CANADA
关键词
NONINDEPENDENCE; STUDENT T-TEST; MANN-WHITNEY-WILCOXON TEST; NONPARAMETRIC STATISTICS; EXCHANGEABLE RANDOM VARIABLES; RANK TRANSFORMATION;
D O I
10.1080/03610919308813123
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The probabilities of Type I and Type II errors of the Student t test, as well as the Mann-Whitney-Wilcoxon test, are grossly inflated or deflated by violation of within-group and between-group independence of sample observations. A modified t formula with two correlation terms eliminated these changes for samples from normal distributions. The same formula applied to ranks replacing the initial scores eliminated changes resulting from both non-normality and nonindependence for various heavy-tailed distributions.
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页码:779 / 789
页数:11
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