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Activity Number:
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298
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Type:
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Invited
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Date/Time:
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Tuesday, August 5, 2008 : 2:00 PM to 3:50 PM
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Sponsor:
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ENAR
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| Abstract - #300222 |
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Title:
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Power and Sample Size Estimation for the Wilcoxon Rank Sum and Signed Rank Test
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Author(s):
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Bernard Rosner*+ and Robert Glynn
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Companies:
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Channing Laboratory and Brigham & Women's Hospital
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Address:
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Harvard Medical School, Boston, MA, 02115,
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Keywords:
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Mann-Whitney U Test ; probit transformation ; ROC curve
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Abstract:
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The Wilcoxon Mann-Whitney (WMW) U Test is commonly used in nonparametric two group comparisons when the normality of the underlying distribution is questionable. The type II error of the WMW test has only been considered for specific distributions (Lehmann, 1998; Pettitt and Siskind, 1981). In this paper, we present an approach for estimating type II error of the WMW test which is applicable to any continuous distribution and also extend the approach to handle grouped continuous data allowing for ties. These results are also applied to estimating type II error for the Wilcoxon signed rank test. These results are based on SAS-callable functions to evaluate the bivariate normal integral and are easily implemented with standard software.
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