Abstract
Friedman's test is a widely used rank-based alternative to the analysis of variance (ANOVA) F-test for identifying treatment differences in a randomized complete block design. Many texts provide incomplete or misleading information about when Friedman's test may be appropriately applied. We discuss the assumptions needed for the test and common misconceptions. We show via simulation that when the variance or skew of the treatment distributions differ, application of Friedman's test to detect differences in treatment location can result in Type I error probabilities larger than the nominal α, and even when α is unaffected, the power of the test can be less than expected.
Original language | English (US) |
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Pages (from-to) | 1596-1615 |
Number of pages | 20 |
Journal | Communications in Statistics: Simulation and Computation |
Volume | 42 |
Issue number | 7 |
DOIs | |
State | Published - Aug 1 2013 |
Keywords
- Analysis of variance
- Heteroskedasticity
- Nonparametric test
- Power
- Size of test
- Skew
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation