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Table 3 Performance of the tests in simulation 3, H 0,B is true, H 0,A is false and f (Y|YτX = 1) is radically different from f (Y|YτX = 0) (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 τ set to 130. 0.244 0.101 0.412 0.181 0.490 0.258
QT3 with τ set to sample 90th percentile. 0.102 0.102 0.332 0.051 0.297 0.143
QT4 with τ set to 130. 0.266 0.102 0.418 0.187 0.514 0.274
QT4 with τ set to sample 90th percentile. 0.102 0.102 0.332 0.151 0.297 0.143
Tests of H 0, B
Wilcoxon-Mann-Whitney with τ set to 130. 0.046 0.013 0.049 0.011 0.045 0.008
Wilcoxon-Mann-Whitney with τ set to sample 90th percentile. 0.048 0.019 0.044 0.01 0.041 0.009
Permutation test with τ set to 130. 0.042 0.007 0.046 0.012 0.064 0.013
Permutation test with τ set to sample 90th percentile. 0.046 0.009 0.046 0.012 0.044 0.01
Tests of H 0, C (new tests)
Wilcoxon-Mann-Whitney with τ set to 130. 0.276 0.111 0.420 0.201 0.517 0.271
Wilcoxon-Mann-Whitney with τ set to sample 90th percentile. 0.182 0.07 0.278 0.104 0.35 0.154
Permutation test with τ set to 130. 0.291 0.101 0.427 0.203 0.515 0.28
Permutation test with τ set to sample 90th percentile. 0.169 0.067 0.264 0.107 0.363 0.173