Efficiency comparison of the Wilcoxon tests in paired and independent survey samples

Abstract

The efficiency concepts of Bahadur and Pitman are used to compare the Wilcoxon tests in paired and independent survey samples. A comparison through the length of corresponding confidence intervals is also done. Simple conditions characterizing the dominance of a procedure are derived. Statistical tests for checking these conditions are suggested and discussed.

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Acknowledgements

The authors thank the editor and the referees for constructive comments and suggestions. The second author was supported by a doctoral scholarship from the Hans-Böckler-Stiftung.

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Correspondence to Daniel Gaigall.

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Baringhaus, L., Gaigall, D. Efficiency comparison of the Wilcoxon tests in paired and independent survey samples. Metrika 81, 891–930 (2018). https://doi.org/10.1007/s00184-018-0661-4

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Keywords

  • Wilcoxon tests
  • Pitman efficiency
  • Bahadur efficiency
  • Length of confidence intervals
  • U-statistics
  • Kernel density estimator

Mathematics Subject Classification

  • 62G10
  • 62K05