Paired Sample Adaptive Tests and Other Competitors in Location Problem

One of the more common statistical tests of significance is the test for paired data. Paired data can be obtained from experimental units when measurements are obtained before and after the administration of a treatment. In this paper, comparison is made between adaptive tests, non parametric wilcoxon test and traditional paired sample t test. For comparison of power, Monte Carlo simulation method is used here. The new adaptive procedure is shown to preserve the size of the test at its nominal level for all continuous distributions. This research work finally comes to the conclusion that in case of normal distribution traditional t test is more powerful than the others. Whereas in case of long tailed or skewed distribution the adaptive tests are more powerful.