Summary
In attempting to find the most practical and efficient nonparametric rank test in the two-sample problem of testing for equality of populations, it is submitted that correlation coefficients might be useful. As a measure of the strength of the linear relationship between comparable test statistics, the correlation helps to determine how the tests distinguish between rank orders in the null distribution. This paper gives expressions for the correlations between Gastwirth's percentile-modifiedT p±Br tests, the Wilcoxon test, Barton-David test, Mood test and Savage tests, and indicates how they could be used in choosing which test to employ in practice, including optimal selection ofp andr in the percentile-modified tests.
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Gibbons, J.D. Correlation coefficients between nonparametric tests for location and scale. Ann Inst Stat Math 19, 519–526 (1967). https://doi.org/10.1007/BF02911701
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DOI: https://doi.org/10.1007/BF02911701