A Trinomial Test for Paired Data When There are Many Ties
AbstractThis paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences 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 also show that the proposed trinomial test has substantially higher power than the sign test in large samples and also in the presence of tie observations, as the sign test ignores information from observations resulting in ties.
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Bibliographic InfoPaper provided by Kyoto University, Institute of Economic Research in its series KIER Working Papers with number 736.
Date of creation: Oct 2010
Date of revision:
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More information through EDIRC
Sign test; trinomial test; non-parametric test; ties; test statistics; hypothesis testing.;
Other versions of this item:
- Bian, Guorui & McAleer, Michael & Wong, Wing-Keung, 2011. "A trinomial test for paired data when there are many ties," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(6), pages 1153-1160.
- Bian, G. & McAleer, M.J. & Wong, W.K., 2010. "A Trinomial Test for Paired Data When There are Many Ties," Econometric Institute Research Papers EI 2010-68, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Bian, G. & McAleer, M.J. & Wong, W.K., 2010. "A Trinomial Test for Paired Data When There are Many Ties," Econometric Institute Research Papers EI 2010-66, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2009. "A Trinomial Test for Paired Data When There are Many Ties," CIRJE F-Series CIRJE-F-662, CIRJE, Faculty of Economics, University of Tokyo.
- Guorui Bian & Michael McAleer & Wing-Keung Wong, 2010. "A Trinomial Test for Paired Data When There are Many Ties," Working Papers in Economics 10/20, University of Canterbury, Department of Economics and Finance.
- 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
This paper has been announced in the following NEP Reports:
- NEP-ALL-2010-11-06 (All new papers)
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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