Advances and Applications in Statistics
Volume 24, Issue 1, Pages 67 - 82
(September 2011)
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COMPARISON OF CONFIDENCE INTERVALS BASED ON THE MEDIAN AS A ROBUST ALTERNATIVE TO THE CLASSIC HYPOTHESES TEST
Maribel Peró-Cebollero, Juan Delgado Sánchez-Mateos and Joan Guàrdia-Olmos
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Abstract: In applied investigations, the assumptions or the conditions of application of the parametric statistic’s tests are commonly violated. Although many of the tests are robust when the underlying assumptions of the test are not met, power in the decision may be lost. In the current work, we evaluated robust methods, specifically confidence intervals around the median, in the statistical decision for the comparison of two independent groups. Two scenarios for simulation were generated: one of equality and another of population mean differences. In each of the scenarios, 16 experimental conditions were used as a function of sample size (10 and 30), standard deviation (10 and 30) and difference in degree of asymmetry (0.0, 0.3, 0.5 and 0.8). For each condition, 5000 samples per group to compare were generated. The results show a high specificity for the confidence intervals, but not high sensitivity. |
Keywords and phrases: statistical decision, confidence intervals around median, robust statistics. |
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