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A note on the variances of the tests of Kendall, Jonckheere, and Terpstra

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Letón, E. and Zuluaga Arias, Pilar (2007) A note on the variances of the tests of Kendall, Jonckheere, and Terpstra. Communications in Statistics - Theory and Methods, 36 (5). pp. 927-937. ISSN 0361-0926

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Official URL: http://www.tandfonline.com/doi/pdf/10.1080/03610920601041556


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Abstract

Recently, some papers have been appearing that have noticed some mistakes in the calculations in the statistical software in simple and classical tests (Wilcoxon-Mann-Whitney and Log-Rank). This article examines the variance formulas for the Kendall test, the Jonckheere test, and the Terpstra test. We show in this article that these variances (in spite of what is said in the literature and in the statistical software), in the presence of ties and r3 groups, are only equal approximately and are exactly equal for two groups and ties as we prove in the Appendix.


Item Type:Article
Uncontrolled Keywords:Association; Nonparametric tests; Ordered alternatives; Ordinal variables. Engineering controlled terms: Approximation theory; Computational complexity; Computer software; Optimization Engineering uncontrolled terms: Association; Nonparametric tests; Ordered alternatives; Ordinal variables Engineering main heading: Statistical tests
Subjects:Sciences > Mathematics > Applied statistics
ID Code:30662
Deposited On:03 Jun 2015 08:46
Last Modified:03 Jun 2015 08:46

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