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Comparing Medians: A Monte Carlo Study

University of Southern California

Several procedures have been proposed for testing H₀:_x = _y. where _x and _y are the medians corresponding to two independent treatment groups. Unfortunately, most of these procedures have been found to be inadequate. For a variety of distribution shapes, this paper compares the performance of three large-sample tests of H₀ for sample sizes ranging from 11 to 25. Although two of these procedures are simple extensions of existing results, they have not been previously considered in terms of testing _x = _y. The method that gave the best results is based on a normal approximation of the distribution of the sample median where the variance is estimated using results reported by Maritz and Jarrett (1978). The Fligner-Rust procedure is found to be inadequate in situations not considered in previous investigations, but it performs well when the sample sizes are equal and reasonably large.

Key Words: Robustness • central location

Journal of Educational and Behavioral Statistics, Vol. 11, No. 4, 263-274 (1986)
DOI: 10.3102/10769986011004263


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