Document Type

Journal Article

Department/Unit

Department of Economics

Language

English

Abstract

This paper develops a new test, the trinomial test, for pairwise ordinal data samples to improve the power of the sign test by modifying its treatment of zero differences between observations, thereby increasing the use of sample information. Simulations demonstrate the power superiority of the proposed trinomial test statistic over the sign test in small samples in the presence of tie observations. We also show that the proposed trinomial test has substantially higher power than the sign test in large samples and also in the presence of tie observations, as the sign test ignores information from observations resulting in ties.

Keywords

Sign test, Trinomial test, Non-parametric test, Ties, Test statistics

Publication Date

2011

Source Publication Title

Mathematics and Computers in Simulation

Volume

81

Issue

6

Start Page

1153

End Page

1160

Publisher

Elsevier

Peer Reviewed

1

DOI

10.1016/j.matcom.2010.11.002

Link to Publisher's Edition

http://dx.doi.org/10.1016/j.matcom.2010.11.002

ISSN (print)

03784754

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Included in

Economics Commons

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