A Comparison of the Ansari-Bradley Test and the Moses Test for the Variances

Abstract

This paper is aimed to compare the powers and significance levels of two well known nonparametric tests: the Ansari-Bradley test and the Moses test in both situations where the equal-median assumption is satisfied and where the equal-median assumption is violated. R-code is used to generate the random data from several distributions: the normal distribution, the exponential distribution, and the t-distribution with three degrees of freedom. The power and significance level of each test was estimated for a given situation based on 10,000 iterations. Situations with the equal samples of size 10, 20, and 30, and unequal samples of size 10 and 20, 20 and 10, and 20 and 30 were considered for a variety of different location parameter shifts. The study shows that when two location parameters are equal, generally the Ansari-Bradley test is more powerful than the Moses test regardless ofthe underlying distribution; when two location parameters are different, the Moses is generally preferred. The study also shows that when the underlying distribution is symmetric, the Moses test with large subset size k generally has higher power than the test with smaller k; when the underlying distribution is not symmetric, the Moses test with larger k is more powerful for relatively small sample sizes and the Moses test with medium k has higher power for relatively large sample sizes.