Template-Type: ReDIF-Paper 1.0
Author-Name: Bian, G.
Author-Name-Last: Bian
Author-Name-First: Guorui
Author-Name: McAleer, M.J.
Author-Name-Last: McAleer
Author-Name-First: Michael
Author-Person: pmc90
Author-Name: Wong, W.-K.
Author-Name-Last: Wong
Author-Name-First: Wing-Keung
Author-Person: pwo79
Title: A Trinomial Test for Paired Data When There are Many Ties
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
 di®erences between observations, thereby increasing the use of sample information.
 Simulations demonstrate the power superiority of the proposed trinomial test statis-
 tic 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.
Creation-Date: 2010-12-07
File-URL: https://repub.eur.nl/pub/21723/EI2010-66.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 2010-66
Classification-JEL: C12, C14, C15
Keywords: hypothesis testing, non-parametric test, sign test, test statistics, ties, trinomial test
Handle: RePEc:ems:eureir:21723