Bridge P D, Sawilowsky S S
Department of Family Medicine, Wayne State University School of Medicine, Detroit, Michigan, USA.
J Clin Epidemiol. 1999 Mar;52(3):229-35. doi: 10.1016/s0895-4356(98)00168-1.
To effectively evaluate medical literature, practicing physicians and medical researchers must understand the impact of statistical tests on research outcomes. Applying inefficient statistics not only increases the need for resources, but more importantly increases the probability of committing a Type I or Type II error. The t-test is one of the most prevalent tests used in the medical field and is the uniformally most powerful unbiased test (UMPU) under normal curve theory. But does it maintain its UMPU properties when assumptions of normality are violated? A Monte Carlo investigation evaluates the comparative power of the independent samples t-test and its nonparametric counterpart, the Wilcoxon Rank-Sum (WRS) test, to violations from population normality, using three commonly occurring distributions and small sample sizes. The t-test was more powerful under relatively symmetric distributions, although the magnitude of the differences was moderate. Under distributions with extreme skews, the WRS held large power advantages. When distributions consist of heavier tails or extreme skews, the WRS should be the test of choice. In turn, when population characteristics are unknown, the WRS is recommended, based on the magnitude of these power differences in extreme skews, and the modest variation in symmetric distributions.
为了有效地评估医学文献,执业医师和医学研究人员必须了解统计检验对研究结果的影响。应用低效的统计方法不仅会增加资源需求,更重要的是会增加犯I型或II型错误的概率。t检验是医学领域最常用的检验方法之一,在正态曲线理论下是一致最强大的无偏检验(UMPU)。但是,当正态性假设被违反时,它是否仍保持其UMPU特性呢?一项蒙特卡洛研究使用三种常见分布和小样本量,评估了独立样本t检验及其非参数对应方法威尔科克森秩和(WRS)检验在总体正态性被违反时的比较功效。在相对对称的分布下,t检验的功效更强,尽管差异幅度适中。在极端偏态的分布下,WRS检验具有很大的功效优势。当分布具有更重的尾部或极端偏态时,WRS检验应是首选检验方法。反过来,当总体特征未知时,基于极端偏态中这些功效差异的幅度以及对称分布中的适度变化,建议使用WRS检验。