This research examines the power of bootstrap two-sample test, and compares it with the powers of two-sample test and Wilcoxon rank sum test, through simulation. For simulation work, a positively skewed and heavy tailed distribution was selected as a population distribution, the chi-square distributions with three degrees of freedom, X 3 2 . For two independent samples, the fist sample was selected from X 3 2. The second sample was selected independently from the same X 3 2 as the first sample, and calculated d + ax for each sampled value x , a randomly selected value from X 3 2. The d in d + ax has from 0 to 5 by 0.5 interval, and the a has from 1.0 to 1.5 by 0.1 interval. The powers of three methods were evaluated for the sample sizes 10,20,30,40,50. The null hypothesis was the two population medians being equal for Bootstrap two-sample test and Wilcoxon rank sum test, and the two population means being equal for the two-sample t-test. The powers were obtained using r program language; wilcox.test() in r base package for Wi lcoxon rank sum test, t.test() in r base package for the two-sample t- test, boot.two.bca() in r wBoot pacakge for the bootstrap two-sample test. Simulation results show that the power of Wilcoxon rank sum test is the best for all 330 (n, a, d)combinations and the power of two-sample t- test comes next, and the power of bootstrap two-sample comes last. As the results, it can be recommended to use the classic inference methods if there are widely accepted and used methods, in terms of time, costs, sometimes power.
목차
Abstract 1. Introduction 2. Bootstrap Two-Sample Test 3. Power of Bootstrap Two-sample Test 3.1 Simulation design 3.2 Simulation results 4. Conclusion References
키워드
Bootstrap inferencechi-square distributionpower of testtwo-sample t-testWilcoxon rank sum test.
저자
Sunyeong Heo [ Department of statistics, Changwon National University, Changwon, Korea ]
Corresponding Author
조선대학교 기초과학연구원 [The Natural Science Research Institute of Chosun]
설립연도
2008
분야
자연과학>자연과학일반
소개
본 연구원은 기초과학을 진흥하기 위한 연구·교육 및 그 보급을 목적으로 한다. 이 목적을 달성하기 위하여 다음 각 호의 사업을 수행한다.
1. 기초과학 제 분야에 관한 조사와 연구
2. 기초과학에 관한 학술행사(학술대회, 학술세미나, 심포지엄, 초청강연회 등) 개최
3. 학문후속세대 및 일반인을 위한 기초과학 교육
4. 기관지『조선자연과학논문지』 발간
5. 『자연과학연구총서』, 『자연과학번역총서』 등 단행본 발간
6. 기타 본 연구원의 목적과 관련된 사업
간행물
간행물명
통합자연과학논문집(구 조선자연과학논문집) [Journal of Integrative Natural Science]