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Abstract

This paper develops a new test, the trinomial test, for pairwise ordinal datasamples to improve the power of the sign test by modifying its treatment of zerodi®erences between observations, thereby increasing the use of sample information.Simulations demonstrate the power superiority of the proposed trinomial test statis-tic over the sign test in small samples in the presence of tie observations. We alsoshow that the proposed trinomial test has substantially higher power than the signtest in large samples and also in the presence of tie observations, as the sign testignores information from observations resulting in ties.

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File URL: http://hdl.handle.net/1765/21723
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Bibliographic Info

Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 2010-66.

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Date of creation: 07 Dec 2010
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Handle: RePEc:dgr:eureir:1765021723

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Web page: http://www.few.eur.nl/few

Related research

Keywords: hypothesis testing; ties; non-parametric test; sign test; test statistics; trinomial test;

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Find related papers by JEL classification:

• C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
• C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
• C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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