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Table 4 Performance of the tests in simulation 4, H 0,B is false, H 0,A is false and f (Y|Y ≤ τ ∩ X = 1) and f (Y|Y ≤ τ ∩ X = 0) are identical (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.

0.363

0.363

0.735

0.337

0.753

0.600

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.

0.363

0.363

0.735

0.555

0.753

0.600

Tests of H 0, B

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

0.409

0.172

0.684

0.411

0.804

0.56

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

0.245

0.142

0.33

0.144

0.434

0.176

Permutation test with Ï„ set to 130.

0.517

0.244

0.81

0.568

0.913

0.728

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

0.169

0.039

0.428

0.190

0.569

0.249

Tests of H 0, C (new tests)

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

0.374

0.171

0.528

0.280

0.629

0.373

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

0.602

0.353

0.734

0.552

0.865

0.724

Permutation test with Ï„ set to 130.

0.393

0.177

0.524

0.288

0.626

0.377

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

0.619

0.365

0.726

0.553

0.852

0.704