Carleton University, Ottawa, Ontario, Canada.
Br J Math Stat Psychol. 2011 Nov;64(3):388-409. doi: 10.1348/000711010X524739. Epub 2011 Apr 8.
There is no formal and generally accepted procedure for choosing an appropriate significance test for sample data when the assumption of normality is doubtful. Various tests of normality that have been proposed over the years have been found to have limited usefulness, and sometimes a preliminary test makes the situation worse. The present paper investigates a specific and easily applied rule for choosing between a parametric and non-parametric test, the Student t test and the Wilcoxon-Mann-Whitney test, that does not require a preliminary significance test of normality. Simulations reveal that the rule, which can be applied to sample data automatically by computer software, protects the Type I error rate and increases power for various sample sizes, significance levels, and non-normal distribution shapes. Limitations of the procedure in the case of heterogeneity of variance are discussed.
当正态性假设值得怀疑时,对于样本数据,没有正式和普遍接受的选择合适的显著性检验的程序。多年来提出的各种正态性检验方法已经被发现具有有限的实用性,有时初步检验会使情况变得更糟。本文研究了一种用于选择参数检验和非参数检验(学生 t 检验和 Wilcoxon-Mann-Whitney 检验)的具体且易于应用的规则,该规则不需要对正态性进行初步的显著性检验。模拟结果表明,该规则可以通过计算机软件自动应用于样本数据,它可以保护Ⅰ类错误率并提高各种样本大小、显著性水平和非正态分布形状的功效。还讨论了方差异质性情况下该程序的局限性。