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Exact and Pseudo P-values in the Wilcoxon Unpaired Test with Ties
https://seijo.repo.nii.ac.jp/records/2217
https://seijo.repo.nii.ac.jp/records/22177631e2c3-f2b0-49ab-9835-42d354b993b3
名前 / ファイル | ライセンス | アクション |
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KJ00005209199.pdf (1.3 MB)
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Item type | 紀要論文(ELS) / Departmental Bulletin Paper(1) | |||||
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公開日 | 2008-03-01 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Exact and Pseudo P-values in the Wilcoxon Unpaired Test with Ties | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
ページ属性 | ||||||
内容記述タイプ | Other | |||||
内容記述 | P(論文) | |||||
記事種別(日) | ||||||
論文 | ||||||
記事種別(英) | ||||||
en | ||||||
Article | ||||||
著者名(日) |
大津, 武
× 大津, 武 |
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著者名よみ | ||||||
識別子Scheme | WEKO | |||||
識別子 | 5402 | |||||
姓名 | オオツ, タケシ | |||||
著者名(英) | ||||||
識別子Scheme | WEKO | |||||
識別子 | 5403 | |||||
姓名 | Otsu, Takeshi | |||||
言語 | en | |||||
著者所属(日) | ||||||
成城大学経済学部 | ||||||
抄録(英) | ||||||
内容記述タイプ | Other | |||||
内容記述 | This paper investigates the discrepancy between the exact and the pseudo p-values of the Wilcoxon unpaired test statistics for several tie patterns. The findings are summarized as follows. First, the discrepancy between the exact and the pseudo p-values tends to be less than 5% when the sample size is greater than 15 for each sample set and the size of the ties takes 15% at most in the sample. Secondly, the exact and the pseudo p-values are very similar at the significance levels from 0.01 to 0.1. Since these levels are frequently used in practice, the statistical testing is less likely to be misleading. Thirdly, existence of mid ranks or a large size of the ties beyond 20% in the sample deteriorates approximations by the pseudo p-values. Finally, the exact p-values are easily obtained with a simple algorithm on a worksheet application when each sample size of two data groups is less than or equal to 16. | |||||
雑誌書誌ID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AN00127472 | |||||
書誌情報 |
成城大學經濟研究 号 180, p. 1-22, 発行日 2008-03 |