A New Nonparametric Test For Testing Equality of Locations Against Umbrella Alternatives
Bülent ALTUNKAYNAK Hamza GAMGAM Merve BAĞÇACI
AbstractIn this study, a nonparametric new test is proposed to test the hypothesis of equality of locations against umbrella alternatives. The Shan test for ordered alternatives is adapted to the umbrella alternatives. This test can be considered as an extension of the sign test and the Wilcoxon signed rank test. By a comprehensive simulation study, the proposed test is compared with the Mack-Wolfe and Hettmansperger and Norton tests in terms of type I error rate and power. The simulation results showed that all tests ensured the Bradley's robustness criteria for type I error rate. The power comparison results indicated that the proposed test gives better results than the other tests.