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Terpstra, Jeff T.; Chang, Chia-Hao; Magel, Rhonda C.

On the use of Spearman’s correlation coefficient for testing ordered alternatives. (English) Zbl 1431.62200

J. Stat. Comput. Simulation 81, No. 11, 1381-1392 (2011).
Summary: This paper proposes a nonparametric test for detecting ordered alternatives in a completely randomized design. In short, the test statistic is the sum of all possible Spearman correlation coefficients calculated across all samples simultaneously. The exact mean and variance of the null distribution are derived and it is shown that this distribution is asymptotically normal. Furthermore, a small sample simulation study which compares the proposed test to some existing tests is presented. The results of the study indicate that the proposed test is more powerful for certain combinations of sample sizes, location configurations, and population distributions. In addition, an actual data set is analysed.

Cited in 1 Document

MSC:

62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference
62H20 Measures of association (correlation, canonical correlation, etc.)
62E20 Asymptotic distribution theory in statistics
62P10 Applications of statistics to biology and medical sciences; meta analysis

Keywords:

asymptotic distribution; Jonckheere-Terpstra test; ordered alternative; nonparametric test; Spearman correlation; power comparisons
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References:

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