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Table 3 Performance of the tests in simulation 3, H 0,B is true, H 0,A 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.

0.244

0.101

0.412

0.181

0.490

0.258

QT3 with Ï„ set to sample 90th percentile.

0.102

0.102

0.332

0.051

0.297

0.143

QT4 with Ï„ set to 130.

0.266

0.102

0.418

0.187

0.514

0.274

QT4 with Ï„ set to sample 90th percentile.

0.102

0.102

0.332

0.151

0.297

0.143

Tests of H 0, B

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

0.046

0.013

0.049

0.011

0.045

0.008

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

0.048

0.019

0.044

0.01

0.041

0.009

Permutation test with Ï„ set to 130.

0.042

0.007

0.046

0.012

0.064

0.013

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

0.046

0.009

0.046

0.012

0.044

0.01

Tests of H 0, C (new tests)

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

0.276

0.111

0.420

0.201

0.517

0.271

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

0.182

0.07

0.278

0.104

0.35

0.154

Permutation test with Ï„ set to 130.

0.291

0.101

0.427

0.203

0.515

0.28

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

0.169

0.067

0.264

0.107

0.363

0.173