Advances in Decision Sciences
Volume 8 (2004), Issue 4, Pages 235-246
doi:10.1155/S117391260400015X
Robustness to non-normality of various tests for the one-sample location problem
Michelle K. McDougall1
and Glen D. Rayner2
1School of Information Technology, Deakin University, Waurn Ponds, VIC 3217, Australia
2Institute of Mathematical Modelling and Computional Systems, University of Wollongong, NSW 2522, Australia
Abstract
This paper studies the effect of the normal distribution assumption on the power and size of the sign test, Wilcoxon's signed rank test and the t-test when used in one-sample location problems. Power functions for these tests under various skewness and kurtosis conditions are produced for several sample sizes from simulated data using the g-and-k distribution of MacGillivray and Cannon [5].