International Journal of Statistics and Applications
p-ISSN: 2168-5193 e-ISSN: 2168-5215
2016; 6(2): 58-80
doi:10.5923/j.statistics.20160602.05

Tobi Kingsley Ochuko , Suhaida Abdullah , Zakiyah Zain , Sharipah Syed Soaad Yahaya
College of Arts and Sciences, School of Quantitative Sciences, Universiti Utara Malaysia, Kedah, Malaysia
Correspondence to: Tobi Kingsley Ochuko , College of Arts and Sciences, School of Quantitative Sciences, Universiti Utara Malaysia, Kedah, Malaysia.
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Copyright © 2016 Scientific & Academic Publishing. All Rights Reserved.
This work is licensed under the Creative Commons Attribution International License (CC BY).
http://creativecommons.org/licenses/by/4.0/

Aims and Objectives: This research deals with the comparison of the power rates of five different tests, namely: the Alexander-Govern (AG) test, the modified one step M-estimator in the Alexander-Govern (AGMOM) test, the Winsorized modified one step M-estimator in the Alexander-Govern (AGWMOM) test, the t-test and the ANOVA, for two, four and six group conditions, positively and negatively with each of the g- and h- distribution. To see of the five tests which one of them will produce the highest power for g = 0 and h = 0, g = 0 and h = 0.5, g = 0.5 and h = 0 and g = 0.5 and h = 0.5 respectively. Method: A line graph is used to show the graphical representation of the trends of the five listed tests, with respect to the effect size index (d) for two groups and (f) for more than two groups conditions. To see those tests that produced the minimum power value of 0.5 and also those tests that produced a power value of 0.8 and are considered to be sufficient and high. Results: The power values of the five different tests, under normal distribution for two group condition only, shows that the power values of the five tests is above the minimum power value of 0.5. Conclusions: The AGWMOM test produced the highest power values under skewed heavy tailed distribution, for four group condition only, with values of 0.9562 and 0.8336, compared to the other four tests, and the power of the test is regarded as sufficient and high.
Keywords: Power rates, Alexander-Govern (AG) test, the AGMOM test and the AGWMOM test
Cite this paper: Tobi Kingsley Ochuko , Suhaida Abdullah , Zakiyah Zain , Sharipah Syed Soaad Yahaya , Graphical Representation of the Power Rates for the Winsorized Modified Alexander-Govern Test, International Journal of Statistics and Applications, Vol. 6 No. 2, 2016, pp. 58-80. doi: 10.5923/j.statistics.20160602.05.
![]() | (1) |
is the observed ordered random sample with
as the sample size of the observations. The mean is used as the central tendency measure in the [3]. After obtaining the mean, the usual unbiased estimate of the variance is obtained by using the formula:![]() | (2) |
is used for estimating
for the population j. The standard error rate of the mean is calculated using the formula below:![]() | (3) |
for the group sizes with population j of the observed ordered random sample is defined, such that
must be equal to 1. Then the weight
for each of the groups is calculated using the formula:![]() | (4) |
![]() | (5) |
, is the weight for each of the independent groups in the data distribution and
is the mean of each of the independent groups in the observed ordered data sets. The t statistic for each of the independent groups is calculated by using:![]() | (6) |
is the mean for each of the independent group,
is the grand mean for all the independent groups with population j, the t statistic with nj – 1 degree of freedom. Where
is the degree of freedom for each of the independent groups in the observed ordered data sets. The t statistic calculated for each of the groups is converted to standard normal deviates by using the [9] normalization approximation in the [3] approach. ![]() | (7) |
![]() | (8) |
![]() | (9) |
![]() | (10) |
chi-square degree of freedom is chosen. If the p-value obtained for the AG test is > 0.05, the test is regarded as not significant, otherwise the test is said to be significant.
with sample
and group sizes j. Firstly, the median of the data set is calculated by selecting the middle value from the observations. The MAD estimator is the median of the set of the absolute values of the differences between each of the score and the median. It is the median of
. Therefore, the median absolute deviation about the median
estimator is calculated using the formula:![]() | (11) |
estimator with the aim of making the denominator estimates
when sampling from a normal distribution. Outliers in a data distribution can be detected by using:![]() | (12) |
![]() | (13) |
is the observed ordered random sample,
is the median of the ordered random samples and
is the median absolute deviation about the median. The value of
is 2.24. This value was proposed by [30] for detecting the presence of outliers in a data distribution, because it has a very small standard error, when sampling from a normal distribution. Equation (12) and (13) is also referred to as the MOM estimator that is used for detecting the presence of outliers in a data distribution. In this research, we modified the mean as a measure of the central tendency in Alexander-Govern test, by replacing it with the Winsorized modified one step M-estimator (WMOM) as the central tendency measure for the test. The WMOM estimator is applied on the data distribution, where the outlier value detected is replaced or exchanged with a preceding value closest to the position where the outlier is located. The WMOM estimator is calculated by averaging the Winsorized data distribution. It is expressed as:![]() | (14) |
![]() | (15) |
is the observed random ordered sample and
, is the Winsorized MOM estimator for the Winsorized data distribution. The standard error of the WMOM is calculated using the bootstrapping technique. The bootstrapping algorithm for estimating the standard errors is obtained using the following steps.Firstly, we select B independent bootstrap samples expressed as:
, where each of these random samples consists of
data values selected with replacement from
defined as:![]() | (16) |
![]() | (17) |
shows that
is not the real data of x, but it refers to a randomized or resampled version of x. In estimating the standard error of the bootstrap samples, the number of B falls within the range of (25 – 200). According to [8] bootstrap sample of size of 50 is sufficient to give a reasonable estimate of the standard error of the MOM estimator. In this research, the same quantity of sample size was used to estimate the standard error of the MOM estimator. Secondly, the bootstrap replications equating to each of the bootstrap samples is defined as:![]() | (18) |
and
is the empirical distribution for the probability of
on each of the observed values of
. Thirdly, we estimate the bootstrap estimate of
from the sample standard deviation of the bootstrap replications that is defined as:![]() | (19) |
and
.The weight
for the Winsorized data distribution for each of the independent groups is defined as:![]() | (20) |
is the sum of the inverse of the square of the standard error for all the independent groups in the observed ordered random samples. Where
is the standard error of the Winsorized data distribution and is defined as:![]() | (21) |
![]() | (22) |
is expressed as the weight for the Winsorized data distribution and
is expressed as the mean of the Winsorized data distribution. The t statistic for each of the group is defined as:![]() | (23) |
,
, and
is the Winsorized MOM, the total mean for the Winsorized data distribution and the standard error of the Winsorized data distribution respectively. In the Alexander-Govern technique, the
value is transformed to standard normal by using the [9] normalization approximation and the hypothesis testing of the Winsorized sample variance of the WMOM estimator for
is expressed as:
For j = (j = 1, …., J)The normalization approximation formula for the Alexander-Govern technique, using the Winsorized Modified One Step M-estimator is defined as:
Where 
The test statistic of the Winsorized Modified One Step M-estimator in the Alexander-Govern test for all the groups in the observed random data sample is defined as:![]() | (24) |
level of significance with J – 1 chi-square degree of freedom. The p-value is obtained from the standard chi-square distribution table. If the value of the test statistic for the AGWMOM is < 0.05, the test is considered to be significant. Otherwise the test is regarded as not significant.
|
|
|
|
. In addition, the power of a test could be explained as the probability of not accepting the null hypothesis when it is false, and it is represented as
. The power of a test is affected by three factors, namely: (i) sample size (ii) level of significance (iii) effect size.The sample size: In detecting the power of a test, the selection of the sample size chosen by the researcher is very important. The selection of the sample size directly affects the power of a test. For a small sample size selected, it will result to a very small amount of the power of the test. When the sample size is large, it will definitely result to a large amount of the power of the test. Hence, the selection of the sample size chosen by the researcher will directly affect the power of the test. The power of a test is directly proportional to the quantity of the sample sizes selected [2].[21] Stated that the power of a test must be above 0.5 and can be considered sufficient when the value is 0.8 and above. When the power of a test is 0.8, it shows that success which is the probability of not accepting the null hypothesis is four times as certain as failure. When the power of a test is 0.9, it shows that the success is nine times as certain as failure.The level of significance: It is the process of neglecting the null hypothesis when it is actually true, and is otherwise referred to as Type I error. The level of significance is expressed as α, and it has a value which is equal to 0.05 [7]. The level of significant chosen in this research is 0.05. Effect Size: In statistics, it is observed that the probability of the null hypothesis, that is p-value, decreases as the effect size increases and the sample size increases accordingly. The effect size could also be defined as the extent a given phenomenon is observed in the population, resulting to a state whereby the null hypothesis is false in that population. The effect size shows the differences between the maximum and minimum means between two groups, divided by the standard deviation inside the population [7].Large pattern of variability was chosen in this research for each of the tests, namely the AG test, the AGMOM test, the AGWMOM test, the t-test and the ANOVA, in order to obtain high power for the tests.
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![]() | Figure 1. Power versus Effect Size Index, for Two Group Condition, Under a Normal Distribution |
![]() | Figure 2. Power versus Effect Size Index, for a Symmetric Heavy Tailed Distribution, for Two Group Condition |
![]() | Figure 3. Power against the Effect Size Index, for Two Group Condition, Under a Skewed Normal Tailed Distribution |
![]() | Figure 4. Power versus Effect Size Index, for Two Groups Condition, Under a Skewed Heavy Tailed Distribution |
![]() | Figure 5. Power versus Effect Size Index, for Four Groups Condition, Under a Normal Distribution |
![]() | Figure 6. Power versus Effect Size Index, for Four Group Condition, Under a Symmetric Heavy Tailed Distribution |
![]() | Figure 7. Power against Effect Size Index, for Four Groups Condition, Under a Skewed Normal Tailed Distribution |
![]() | Figure 8. Power versus Effect Size Index, for Six Groups Condition, Under a Skewed Heavy Tailed Distribution, for Four Groups Condition |
![]() | Figure 9. Power versus Effect Size Index, for Six Groups Condition, Under a Normal Distribution |
![]() | Figure 10. Power against the Effect Size Index, for Six Groups Condition, Under a Symmetric Heavy Tailed Distribution |
![]() | Figure 11. Power versus Effect Size Index, for Six Groups Condition, Under a Skewed Normal Tailed Distribution |
![]() | Figure 12. Power versus Effect Size Index, for Six Groups Condition, Under a Skewed Heavy Tailed Distribution |