A monte carlo study of the LNstatistic for the multivariate nonparametric median and rank sum tests for two populations

Abstract

Small sample tables are not available for the multisample multivariate rank sum test (MMRST) or the multisample multivariate median test (MMMT) LN statistic. Consequently, the statistic usually is compared to its asymptotic Chi-square value. To investigate the appropriateness of this procedure a Monte Carlo study is used to measure both significance level and relative power for a variety of multivariate dispersion structures.