Mahrer J M, Magel R C
Stat Med. 1995 Apr 30;14(8):863-71. doi: 10.1002/sim.4780140814.
This paper compares, by means of Monte Carlo simulations, three non-parametric tests to detect a non-decreasing trend in location parameters. The three tests are the Jonckheere-Terpstra test, the Cuzick test, and the Le test. We estimated power for each test across a wide variety of non-decreasing location parameters under four different types of distributions. None of the tests produced an overwhelmingly higher power over their two competitors.
本文通过蒙特卡罗模拟比较了三种用于检测位置参数非递减趋势的非参数检验。这三种检验分别是琼克尔-特普斯特拉检验、库齐克检验和勒检验。我们在四种不同类型的分布下,针对各种非递减位置参数估计了每种检验的功效。没有一种检验在功效上显著高于其两个竞争对手。