Wilcoxon-Mann-Whitney还是t检验?论假设检验的假设和决策规则的多重解释。

IF 11 Q1 STATISTICS & PROBABILITY
Michael P Fay, Michael A Proschan
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引用次数: 837

摘要

在假设检验的数学方法中,我们从一组明确定义的假设开始,并为这些假设选择具有最佳属性的检验。在实践中,我们经常从不太精确的假设开始。例如,研究人员通常想知道两组中哪一组的反应更大,t检验或Wilcoxon-Mann-Whitney (WMW)检验都可以接受。虽然t检验和WMW检验通常与完全不同的假设相关联,但任何一个检验的决策规则和p值都可以与许多不同的假设集相关联,我们称之为视角。将可能应用决策规则的许多不同的透视图收集在一个地方是有用的,因为每个透视图允许对相关的p值进行不同的解释。在这里,我们收集了许多这样的观点,用于两样本t检验、WMW检验和其他相关检验。我们在每个角度下讨论有效性和一致性,并根据这些不同的角度讨论测试之间的建议。最后,我们简要讨论了测试遗传中立性的决策规则,其中许多观点的知识对于正确解释决策规则至关重要。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules.

Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules.

Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules.

Wilcoxon-Mann-Whitney or t-test? On assumptions for hypothesis tests and multiple interpretations of decision rules.

In a mathematical approach to hypothesis tests, we start with a clearly defined set of hypotheses and choose the test with the best properties for those hypotheses. In practice, we often start with less precise hypotheses. For example, often a researcher wants to know which of two groups generally has the larger responses, and either a t-test or a Wilcoxon-Mann-Whitney (WMW) test could be acceptable. Although both t-tests and WMW tests are usually associated with quite different hypotheses, the decision rule and p-value from either test could be associated with many different sets of assumptions, which we call perspectives. It is useful to have many of the different perspectives to which a decision rule may be applied collected in one place, since each perspective allows a different interpretation of the associated p-value. Here we collect many such perspectives for the two-sample t-test, the WMW test and other related tests. We discuss validity and consistency under each perspective and discuss recommendations between the tests in light of these many different perspectives. Finally, we briefly discuss a decision rule for testing genetic neutrality where knowledge of the many perspectives is vital to the proper interpretation of the decision rule.

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来源期刊
Statistics Surveys
Statistics Surveys STATISTICS & PROBABILITY-
CiteScore
11.70
自引率
0.00%
发文量
5
期刊介绍: Statistics Surveys publishes survey articles in theoretical, computational, and applied statistics. The style of articles may range from reviews of recent research to graduate textbook exposition. Articles may be broad or narrow in scope. The essential requirements are a well specified topic and target audience, together with clear exposition. Statistics Surveys is sponsored by the American Statistical Association, the Bernoulli Society, the Institute of Mathematical Statistics, and by the Statistical Society of Canada.
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