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Comparison of the Statistical Power of Siegel-Tukey and Savage Tests: A Study with Monte Carlo Simulation     
Yazarlar (3)
Prof. Dr. Elnur Hasan MİKAİL Prof. Dr. Elnur Hasan MİKAİL
Kafkas Üniversitesi, Türkiye
Hakan Çora
İstanbul Okan Üniversitesi, Türkiye
Sahib Ramazanov
Devamını Göster
Özet
This study presents the results of a Monte Carlo simulation to compare the statistical power of Siegel-Tukey and Savage tests. The main purpose of the study is to evaluate the statistical power of both tests in scenarios involving Normal, Platykurtic and Skewed distributions over different sample sizes and standard deviation values. In the study, standard deviation ratios were set as 2, 3, 4, 1/2, 1/3 and 1/4 and power comparisons were made between small and large sample sizes. For equal sample sizes, small sample sizes of 5, 8, 10, 12, 16 and 20 and large sample sizes of 25, 50, 75 and 100 were used. For different sample sizes, the combinations of (4, 16),(8, 16),(10, 20),(16, 4),(16, 8) and (20, 10) small sample sizes and (10, 30),(30, 10),(50, 75),(50, 100),(75, 50),(75, 100),(100, 50) and (100, 75) large sample sizes were examined in detail. According to the findings, the power analysis under variance heterogeneity conditions shows that the Siegel-Tukey test has a higher statistical power than the other nonparametric Savage test at small and large sample sizes. In particular, the Siegel-Tukey test was reported to offer higher precision and power under variance heterogeneity, regardless of having equal or different sample sizes.
Anahtar Kelimeler
Makale Türü Özgün Makale
Makale Alt Türü Diğer hakemli uluslarası dergilerde yayınlanan tam makale
Dergi Adı Economics World
Dergi ISSN 2328-7144
Dergi Tarandığı Indeksler Google Scholar, CrossRef, Open Academic Journals Index (OAJI), USA, Scientific Indexing Services, USA, Advanced Science Index, Germany, Journal Factor, CiteFactor, USA, JIFACTOR (JIF), Turkish Education Index, Turkey, Bielefeld Academic Search Engine(BASE), Germany, General Impact Factor (GIF), ScienceGate, Social Science Research Network (SSRN)
Makale Dili İngilizce
Basım Tarihi 06-2025
Cilt No 12
Sayı 2
Sayfalar 95 / 105
Doi Numarası 10.17265/2328-7144/2025.02.002
Makale Linki https://doi.org/10.17265/2328-7144/2025.02.002