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
Recommended Citation
Bian, Guorui, Michael McAleer, and Wing Keung Wong. "A trinomial test for paired data when there are many ties." Mathematics and Computers in Simulation 81.6 (2011): 1153-1160.