Sains Malaysiana 41(9)(2012): 1149–1154

 

 

Performance of Two-Samples Pseudo-Median Procedure

(Prestasi Prosedur Pseudo-Median Dua Sampel)

 

Nor Aishah Ahad^1,*, Abdul Rahman Othman² & Sharipah Soaad Syed Yahaya¹

 

¹School of Quantitative Sciences, UUM College of Arts and Sciences

Universiti Utara Malaysia, 06010 Sintok, Kedah, Malaysia

²Robust Statistics Computational Laboratory, School of Distance Education

Universiti Sains Malaysia, 11800 Minden, Penang, Malaysia

 

Received: 10 June 2011 / Accepted: 16 April 2012

 

ABSTRACT

This article investigates the performance of two-sample pseudo-median based procedure in testing differences between groups. The procedure is a modification of the one-sample Wilcoxon procedure using the pseudo-median of differences between group values as the central measure of location. The test was conducted on two groups with moderate sample sizes of symmetric and asymmetric distributions. The performance of the procedure was measured in terms of Type I error and power rates computed via Monte Carlo methods. The performance of the procedure was compared against the t-test and Mann-Whitney-Wilcoxon test. The findings from this study revealed that the pseudo-median procedure performed very well in controlling Type I error rates close to the nominal value. The pseudo-median procedure outperformed the Mann-Whitney-Wilcoxon test and is comparable to the t-test in controlling Type I error and maintaining adequate power.

 

Keywords: Monte Carlo simulation; power; pseudo-median; Type I error

 

ABSTRAK

Artikel ini mengkaji prestasi prosedur berasaskan pseudo-median dua sampel dalam menguji perbezaan di antara kumpulan. Prosedur ini terhasil melalui pengubahsuaian prosedur Wilcoxon satu sampel menggunakan pseudo-median semua perbezaan nilai antara kumpulan sebagai ukuran memusat lokasi. Ujian ini dilakukan ke atas dua kumpulan dengan saiz sampel sederhana daripada taburan simetri dan tidak simetri. Prestasi prosedur ini diukur berasaskan Ralat Jenis I dan kadar kuasa yang diperoleh melalui kaedah Monte Carlo. Prestasi prosedur ini dibandingkan dengan ujian-t dan ujian Mann-Whitney-Wilcoxon. Dapatan kajian menunjukkan bahawa prosedur pseudo-median mempunyai prestasi yang sangat baik dalam mengawal kadar Ralat Jenis I hampir kepada aras nominal. Prosedur pseudo-median mengatasi ujian Mann-Whitney-Wilcoxon dan setanding dengan ujian-t untuk mengawal ralat jenis I dan mengekalkan kuasa yang mencukupi.

 

Kata kunci: Kuasa; pseudo-median; Ralat Jenis I; simulasi Monte Carlo

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*Corresponding author; email: aishah@uum.edu.my