eTheses Repository

Robustness of Wilcoxon signed-rank test against the assumption of symmetry

Voraprateep, Jutharath (2013)
M.Res. thesis, University of Birmingham.

Loading
PDF (509Kb)Accepted Version

Abstract

Wilcoxon signed-rank test is one of nonparametric tests which is used to test whether median equals some value in one sample case. The test is based on signed-rank of observations that are drawn from a symmetric continuous distribution population with unknown median. When the assumption about symmetric distribution fails, it can affect the power of test. Our interest in this thesis is to study robustness of the Wilcoxon signed-rank test against the assumption of symmetry. The aim of this study is to investigate changes in the power of Wilcoxon signed-rank test when data sets come from symmetric and more asymmetric distributions through simulations.

Simulations using Mixtures of Normal distributions find that when the distribution changes from symmetry to asymmetry, the power of Wilcoxon signed-rank test increases. That is, the Wilcoxon signed-rank test is not good and applicable under the asymmetry distribution. Therefore, the second objective is to study the inverse transformation method which is a technique in statistics to make observations from an arbitrary distribution to be a symmetric distribution. Moreover, the effect of the inverse transformation method to the Wilcoxon signed-rank test is also studied to answer whether or not the Wilcoxon signed-rank test is still good and applicable after we apply the inverse transformation method to the test.

Type of Work:M.Res. thesis.
Supervisor(s):Patil, Prakash N.
School/Faculty:Colleges (2008 onwards) > College of Engineering & Physical Sciences
Department:School of Mathematics
Subjects:QA Mathematics
Institution:University of Birmingham
ID Code:4607
This unpublished thesis/dissertation is copyright of the author and/or third parties. The intellectual property rights of the author or third parties in respect of this work are as defined by The Copyright Designs and Patents Act 1988 or as modified by any successor legislation. Any use made of information contained in this thesis/dissertation must be in accordance with that legislation and must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the permission of the copyright holder.
Export Reference As : ASCII + BibTeX + Dublin Core + EndNote + HTML + METS + MODS + OpenURL Object + Reference Manager + Refer + RefWorks
Share this item :
QR Code for this page

Repository Staff Only: item control page