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Optimal sample size planning for the WilcoxonMannWhitney test
AuthorHapp, Martin ; Bathke, Arne C. ; Brunner, Edgar
Published in
Statistics in Medicine, Hoboken, 2018, Vol. 2018, page 1-13
PublishedHoboken : Wiley, 2018
Document typeJournal Article
Keywords (EN)nonparametric relative effect / nonparametric statistics / optimal design / rankbased inference / sample size planning / WilcoxonMannWhitney test
Project-/ReportnumberI 2697-N31
URNurn:nbn:at:at-ubs:3-10261 Persistent Identifier (URN)
 The work is publicly available
Optimal sample size planning for the WilcoxonMannWhitney test [0.64 mb]
Abstract (English)

There are many different proposed procedures for sample size planning for the WilcoxonMannWhitney test at given typeI and typeII error rates and , respectively. Most methods assume very specific models or types of data to simplify calculations (eg, ordered categorical or metric data, location shift alternatives, etc). We present a unified approach that covers metric data with and without ties, count data, ordered categorical data, and even dichotomous data. For that, we calculate the unknown theoretical quantities such as the variances under the null and relevant alternative hypothesis by considering the following “synthetic data” approach. We evaluate data whose empirical distribution functions match the theoretical distribution functions involved in the computations of the unknown theoretical quantities. Then, wellknown relations for the ranks of the data are used for the calculations.

In addition to computing the necessary sample size N for a fixed allocation proportion t=n1/N, where n1 is the sample size in the first group and N=n1+n2 is the total sample size, we provide an interval for the optimal allocation rate t, which minimizes the total sample size N. It turns out that, for certain distributions, a balanced design is optimal. We give a characterization of such distributions. Furthermore, we show that the optimal choice of t depends on the ratio of the two variances, which determine the variance of the WilcoxonMannWhitney statistic under the alternative. This is different from an optimal sample size allocation in case of the normal distribution model.

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