2021•Advances in Methodology and StatisticsOpen access

The impact of an extreme observation in a paired samples design

Ben Derrick, Antonia Broad, Deirdre Toher, Paul White

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Abstract

The effect of systematically altering the value of a single observation within a paired differences design is considered. A paradox is observed for the paired samples t test, where increasing the value of an observation in the direction of the true mean difference results in a higher p value. Using simulation, deviations from robustness of the paired samples t test is demonstrated, and is contrasted with Yuen's paired samples t test and the Wilcoxon signed rank sum test.

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The effect of systematically altering the value of a single observation within a paired differences design is considered. A paradox is observed for the paired samples t test, where increasing the value of an observation in the direction of the true mean difference results in a higher p value. Using simulation, deviations from robustness of the paired samples t test is demonstrated, and is contrasted with Yuen's paired samples t test and the Wilcoxon signed rank sum test.

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Available abstract

The effect of systematically altering the value of a single observation within a paired differences design is considered. A paradox is observed for the paired samples t test, where increasing the value of an observation in the direction of the true mean difference results in a higher p value. Using simulation, deviations from robustness of the paired samples t test is demonstrated, and is contrasted with Yuen's paired samples t test and the Wilcoxon signed rank sum test.

Key concepts: Wilcoxon signed-rank test, Statistics, Mathematics, Robustness (evolution), Paired comparison, Value (mathematics), Mean difference, Mann–Whitney U test

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