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

Table 5 Performance of the tests in simulation 5, H _0,Bis false, H _0,Ais false and f (Y|X = 1) = 1.2f (Y|X = 0) (see Figure 3 for details of simulation).

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 τ set to 130.	0.663	0.349	0.925	0.754	0.965	0.883
QT3 with τ set to sample 90^th percentile.	0.815	0.815	0.996	0.885	0.997	0.986
QT4 with τ set to 130.	0.765	0.349	0.941	0.797	0.981	0.906
QT4 with τ set to sample 90^th percentile.	0.815	0.815	0.996	0.969	0.997	0.986
*Tests of H* _{0, B}
Wilcoxon-Mann-Whitney with τ set to 130.	0.001	0.000	0.006	0.000	0.010	0.000
Wilcoxon-Mann-Whitney with τ set to sample 90^th percentile.	0.016	0.000	0.035	0.002	0.058	0.009
Permutation test with τ set to 130	0.001	0.000	0.036	0.003	0.061	0.005
Permutation test with τ set to sample 90^th percentile.	0.032	0.002	0.082	0.017	0.124	0.041
*Tests of H* _{0, C} *(new tests)*
Wilcoxon-Mann-Whitney with τ set to 130.	0.556	0.239	0.920	0.742	0.979	0.897
Wilcoxon-Mann-Whitney with τ set to sample 90^th percentile.	0.932	0.767	0.995	0.964	0.999	0.992
Permutation test with τ set to 130.	0.852	0.646	0.960	0.850	0.993	0.940
Permutation test with τ set to sample 90^th percentile.	0.942	0.786	0.995	0.958	0.997	0.986

ISSN: 1471-2288