ar X iv : 1 31 1 . 53 54 v 1 [ m at h . ST ] 2 1 N ov 2 01 3 Another argument in favour of Wilcoxon ’ s signed rank test Jonathan
نویسنده
چکیده
The Wilcoxon Signed Rank test is typically called upon when testing whether a symmetric distribution has a specified centre and the Gaussianity is in question. As with all insurance policies it comes with a cost, even if small, in terms of power versus a t-test, when the distribution is indeed Gaussian. In this note we further show that even when the distribution tested is Gaussian there need not be power loss at all, if the alternative is of a mixture type rather than a shift. The signed rank test may turn out to be more powerful than the t-test, and the supposedly conservative strategy, might actually be the more powerful one. Drug testing and functional magnetic imaging are two such scenarios.
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