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Is the KS test OK for unpaired hypothesis testing?...

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Guy...
Posted: Tue Aug 25, 2009 9:07 am
Guest
I am engaged in a debate where a colleague is challenging my usage of
the unpaired student t test and the Mann-Whitney test in hypothesis
testing in unpaired situation.

He suggests the KS test is just as good and also overcomes the normal
distribution assumption (that affects the unpaired student t test). I
know his suggestion is not conventional. But, from a statistical
standpoint I am unable to rebut it outright.

From an academic perspective, can you clarify this issue?
 
Rich Ulrich...
Posted: Tue Aug 25, 2009 2:03 pm
Guest
[crossposted to sci.stat.math, where the same post occurred]

On Tue, 25 Aug 2009 12:07:40 -0700 (PDT), Guy <gaetanlion at (no spam) gmail.com>
wrote:

[quote:28ea47f44c]I am engaged in a debate where a colleague is challenging my usage of
the unpaired student t test and the Mann-Whitney test in hypothesis
testing in unpaired situation.

He suggests the KS test is just as good and also overcomes the normal
distribution assumption (that affects the unpaired student t test). I
know his suggestion is not conventional. But, from a statistical
standpoint I am unable to rebut it outright.

From an academic perspective, can you clarify this issue?
[/quote:28ea47f44c]
I have always considered KS to have a couple of drawbacks.

If two variances are sufficiently different, the KS can reject in
*both* directions at the same time. Therefore, the assumptions
you need to state in order to justify the test are more awkward
to detail, compared to the t-test or MW.

And that is probably why it is used less often, and therefore
less comfortable to audiences. KS is a great test for location
when the distributions have the same shape and range.

The MW assumes that distributions are of "similar form", which
is practically as stringent as using a t-test with unequal variances.

The MW, by testing ranks, does remove the impact of outliers --
outliers can be terrible for any test of means, unless the huge
impact of a single case on the mean is something that needs to
be accommodated. I figure that your stated strategy of using
t and MW together provides pretty good robustness.

--
Rich Ulrich
 
 
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