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Type I error of the modified Wilcoxon signed rank test under leptokurtic distribution


Ahad, Nor Aishah and Syed Yahaya, Sharipah Soaad and Abdullah, Suhaida and Lim, Yai Fung and Md Yusof, Zahayu (2015) Type I error of the modified Wilcoxon signed rank test under leptokurtic distribution. In: Quest for Research Excellence on Computing, Mathematics and Statistics. Faculty of Computer & Mathematical Sciences, UiTM Kedah, Kedah, pp. 189-198. ISBN 978-967-0314-26-6

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Abstract

Group comparisons are at the heart of many research questions addressed by researchers.Making inferences and drawing conclusions through statistical hypothesis testing on the differences between groups is actively adopted by researchers in many disciplines.When the groups are dependent, and violation of normality assumption occurred, the most commonly used method like paired t-test, usually produced doubtful result which will lead to misleading conclusions.As alternative, researchers tend to choose non parametric Wilcoxon signed rank test for the purpose.The computation of this statistic involves ranking the absolute difference of each pair of observations and any pair with 0 differences will be discarded.In this study, the statistic was modified by includimg the 0 differences in the ranking. The empirical Type I error rates of the modified statistical test was measured via Monte Carlo simulation. These rates were obtained under the combination of leptokurtic distributional shapes with various sample sizes and number of replications.The modified Wilcoxon signed rank test was found to be more robust under symmetric lepto!antic with conservative values as compared to the skewed leptokurtic distribution. The finding also indicated that different number of replications had no effect on Type I error.

Item Type: Book Section
Additional Information: The 2nd International Conference on Computing, Mathematics and Statistics (iCMS2012) Organized by: Faculty of Computer & Mathematical Sciences, UiTM Kedah
Uncontrolled Keywords: Wilcoxon signed -rank test; zero difference;' type I error rate; Leptokurfic distribution
Subjects: Q Science > QA Mathematics
Divisions: School of Quantitative Sciences
Depositing User: Mrs. Nor Aishah Ahad
Date Deposited: 13 Jul 2017 00:33
Last Modified: 13 Jul 2017 00:33
URI: http://repo.uum.edu.my/id/eprint/22641

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