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Table 2 Performance of the tests in simulation 2, H 0,A is true, H 0,B is false and f (Y|Y ≤ τ ∩ X = 1) is radically different from f (Y|Y ≤ τ ∩ X = 0) (see Figure 3 for details of simulation).

From: Testing for differences in distribution tails to test for differences in 'maximum' lifespan

Test

Sample Size (N) Per Group

 

50

80

100

 

α = .05

α = .01

α = .05

α = .01

α = .05

α = .01

Tests of H 0, A (Wang-Allison tests)

QT3 with Ï„ set to 130.

0.032

0.008

0.041

0.006

0.040

0.006

QT3 with Ï„ set to sample 90th percentile.

0.034

0.034

0.104

0.009

0.062

0.018

QT4 with Ï„ set to 130.

0.038

0.008

0.051

0.009

0.047

0.007

QT4 with Ï„ set to sample 90th percentile.

0.034

0.034

0.104

0.033

0.062

0.018

Tests of H 0, B

Wilcoxon-Mann-Whitney with Ï„ set to 130.

0.264

0.090

0.504

0.261

0.631

0.368

Wilcoxon-Mann-Whitney with Ï„ set to sample 90th percentile.

0.16

0.051

0.314

0.143

0.406

0.220

Permutation test with Ï„ set to 130

0.337

0.111

0.608

0.332

0.737

0.456

Permutation test with Ï„ set to sample 90th percentile.

0.197

0.047

0.423

0.204

0.525

0.284

Tests of H 0, C (new tests)

Wilcoxon-Mann-Whitney with Ï„ set to 130.

0.051

0.008

0.062

0.012

0.056

0.010

Wilcoxon-Mann-Whitney with Ï„ set to sample 90th percentile.

0.107

0.029

0.090

0.028

0.124

0.035

Permutation test with Ï„ set to 130.

0.061

0.013

0.055

0.012

0.065

0.014

Permutation test with Ï„ set to sample 90th percentile.

0.109

0.032

0.097

0.03

0.129

0.046