A Note on the Effect of Skewness, Kurtosis, and Shifting on One-Sample t and Sign Tests


Authors: 
Reineke, D. M., Baggett, J., & Elfessi, A.
Category: 
Volume: 
11(3)
Pages: 
Online
Year: 
2003
Publisher: 
Journal of Statistics Education
URL: 
http://www.amstat.org/publications/jse/v11n3/reineke.html
Abstract: 

Many elementary statistics textbooks recommend the sign test as an alternative to the t-test when the normality assumption is violated. This recommendation is not always warranted, as we demonstrate by extending previous studies of the effects of skewness, kurtosis, and shifting of the location parameter on the size and power of the t- and sign tests for the one-sample case. For skewed populations our simulations reveal that the power of the t-test can actually be higher than that of the t-test for a normal parent population when the location parameter is shifted in the opposite direction of the skewness of population. In that same instance, the power of the t-test is also significantly greater than that of the sign test. Furthermore, our simulations reveal that for low-kurtosis populations the power of the t-test is again greater than that of the sign test.

The CAUSE Research Group is supported in part by a member initiative grant from the American Statistical Association’s Section on Statistics and Data Science Education

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