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Table 5 Performance of the tests in simulation 5, H 0,B is false, H 0,A is false and f (Y|X = 1) = 1.2f (Y|X = 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. 0.663 0.349 0.925 0.754 0.965 0.883
QT3 with τ set to sample 90th 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 90th 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 90th 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 90th 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 90th 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 90th percentile. 0.942 0.786 0.995 0.958 0.997 0.986