Biometrical Journal 39 ( 1997) 4.

48 1494 Akademie Verlag

Power of Some Tests for Umbrella Alternatives

in the Multi-Sample Location Problem

HERBERT
BUNING
Freie Universitiit Berlin
lnstitut fur Statistik und Okonometrie
Berlin, FRG

WOLFGANGKOSSLER
Humboldt-Universit zu Berlin
lnstitut fur Informatik
Berlin, FRG

summary

For the c-sample location problem with umbrella alternatives we present a modification of a test pro-
posed by BARLOWet al. (1972) for trend alternatives. Furthermore, we study a rank version of this
modified test following a proposal of CONOVER and IMAN (1981). These tests are compared with the
test of MACKand WOLFE(1978) and with some so called Mack-Wolfe-type tests in which the Mann-
Whitney statistics are replaced by other two-sample linear rank statistics. The comparison is referred to
the power of the test assuming a broad range of distributions. It will be shown firstly, that for nonnor-
mal data there we tests with higher power than the modification of the test of Barlow et al. and
secondly, that for a special distribution there is a Mack-Wolfe-type test which is more efficient than its
competitors. We also consider the case of unknown peak.

Key words: Mack-Wolfe-type tests; Linear rank statistics; Asymptotic normality;

Simulation; Power study.

1. Introduction

The problem of testing that c sets of independent observations arose from the
same population is an important one in statistical practice. This paper is con-
cerned with umbrella alternatives which are appropriate for many applications,
especially in psychology and medicine. For example, learning ability is assumed
to be an increasing function of age up to a certain age and then it decreases
with increasing age. Another example in medicine concerning “in vitro” muta-
genicity assays and so called Ames tests is given e.g. by SIMPSONand MARGO-
LIN (1986).
482 H.BONING,W.K~SSLER:Power of Some Tests for Umbrella Alternatives

For the case of normal data we modify a test of BARL~W et al. (1972, p. 184)
introduced for trend alternatives. Barlow et al. choose coefficients gi = 2i - c - 1,
i = 1,. . . ,c, for the arithmetic means Zj in the nominator of the test statistic, for
umbrella alternatives we propose coefficients of the form g; = b - [i - 11 where 1
C

is the peak of the umbrella and the constant b is defined by gi = 0. For such
i= 1
coefficients gi the nominator has mean zero under the null hypothesis. A rank
version of this parametric umbrella test, in the following called TU-test, is ob-
tained by replacing the original observations by its ranks following a proposal of
CONOVER and MAN(1981). We call this test TUR-test.
Among the nonparametric tests for umbrella alternatives the test of MACKand
WOLFE(1981) is perhaps the most familiar one. The corresponding test statistic is
based on pairwise Mann-Whitney statistics. It will be shown that the Mack-Wolfe
test has high power in comparison to the TU-test for symmetric and medium- up
to long-tailed distributions. For other shapes of distributions we suggest modifica-
tions of the Mack-Wolfe test by using other two-sample statistics than those of
Mann-Whitney, e.g. statistics of H ~ C Get al. (1975) and GASTWIRTH (1965). The
corresponding tests are very efficient for asymmetric and short-tailed distributions,
respectively. For symmetric and very long-tailed distributions we use a test statis-
tic which was introduced by B U ” G (19%), see also BUNING(1997) and BONING
and KOSSLER(1996a). In the following all these tests are called Mack-Wolfe-type
tests.
We study through Monte Carlo simulation the power of six tests for six distribu-
tions with short, medium, long and very long tails as well a distributions skewed
to the right. We consider the cases c = 4 with peak 1 = 3 and c = 5 with peaks
1 = 3 and 1 = 4 assuming equal and unequal sample sizes. It turns out that the
TU-test is the best one for the normal distribution as it might be expected, the
TUR-test is a better one for long-tailed distributions, but for a special nonnormal
distribution there is a Mack-Wolfe-type test which is to prefer.
For the case of unknown peak 1 the proposal of CHw and WOLFE(1990a) is
generalized to Mack-Wolfe-type tests. It is pointed out that the asymptotically
critical values derived by CHEN(1991) can also be used in the general case.

2. Test for Umbrella Alternatives

2.1 A parametric test and its rank version

Let X i l , ..., Xhi, i = 1, ... , c, be independent random samples from populations

with absolutely continuous distribution functions Fi(x) = F ( x - 9i), i = 1,. .., c.
We wish to test:
Ho:e, =...=ec,
Biornetrical Journal 39 (1997) 4 483
against the umbrella alternative
E Z ~: e 1 ~ . . . g r 2 e >t +. . 1. ~ e , ,
with at least one strict inequality, where, at first, I! is assumed to be known.
For the case of normal data we have F j ( X ) = @(x - €I,), i = 1, . . . , c, where CD
is the standard normal distribution function. The scale parameter CI is assumed to
be equal to 1. Let us consider a test statistic of the form

For the coefficients gi E IR we assume gi = 0 in order to have a nominator

i= 1
of T with mean zero under HO : 81 = .. . = 8,. The statistic T then has a t-distri-
bution with N - c degrees of freedom. In the case of trend alternatives
81 5 . . . 5 6, there are several proposals for deriving so called contrast tests; e.g.
ABELSONand TUKEY(1963) use maximin contrast and BARLOWet al. (1972,
p. 184) consider the linear contrast g = (81, . . ., gc) with the coefficients
gi = 2i - c - 1, i = 1, . . . , c, see also BUNINCand KUSSLER(1996a). Further con-
trast tests with different kind of contnsts, Helmext contrast, step contrast and ba-
sin contrast, are considered by RUBERG(1989). For umbrella alternatives with
peak I! we choose coefficients of the form gi = b - li - 11 with a cbnstant b E IR
c
defined by gi = 0. From this condition we get
i= I

2
In the following some examples of c, I!, b and the corresponding values gi are
given :
c = 4 , 1 - 2 , b = 1, g i : 0, 1,0, -1
c=4, 1 ~ 3 b, = l , gi: -1707 1 , O
c = 5 , I! = 3 , b = 1.2, g j : -0.8, 0.2, 1.2, 0.2, -0.8
~ = 5 1, = 4 , b = 1 . 4 , g i : -1.6,-0.6,0.4, 1.4,0.4.
Let us denote by TU the test statistic for umbrella alternatives where the coefi-
cients in the definition of T are given by gi = b - li - 11. In the simulation study in
section 3 we consider the cases c = 4, I = 3 and c = 5, I = 3, 4. Furthermore, we
include a rank version of the test TU following a proposal of CONOVER and IMAN
(1981), in which the original observations are replaced by its ranks in the combined
484 H.BUNING,W. KOSSLER: Power of Some Tests for Umbrella Alternatives

ordered samples. We denote this test by TUR, the statistic of which is given by

where

1 c n,
SR = - (Rg - l?i)2 and R, is the rank of X, in the combined sample.
N - c i = l j=1
In our simulation study in section 3 we use approximate critical values of the
TUR-statistic from the ?distribution with N - c degrees of freedom.

2.2 Mack- Wolfe-rype tests

At first, we consider the well-known test of MACKand WOLFE(1981), the test
statistic of which is based on two-sample statistics of MANNand WHITNEY
(1947)
It, ItS
given by U, = whj for the rth and sth sample, 1 5 r < s 5 c, with
h=lj=l

if X* < Xs,
Whj =
{ 1,
0, otherwise.
The Mack-Wolfe test statistic MW is then given by
1-1 1
=
r=l s=r+l
ur.s +k’2
r=/ s=r+l
us,
where
Usr = nrns - ur.s -
The statistic MW is just the sum of two TERPSTRA (1952) - JONCKHEERE (1954)
- statistics, and the associated a level test rejects HO in favour of H1if MW is at
least as large as the upper 100 ath percentile for the null distribution of MW.
Under Ho,we have

and

- n:(2n1+ 3) + 12n1m1rnz - 12n:N)

E 1 C
with N = ni, rnl = ni and m2 = ni.
i= 1 i= 1 i=i
Biometrical Journal 39 (1997) 4 485
It can be shown that under some regularity conditions (MW-E(MW))/
,/- has asymptotically a standard normal distribution, see RAND= and
W o r n (1979, p. 397). In order to modify the Mack-Wolfe statistic we rewrite it as
follows: Let U(l...i - 1) i , 2 5 i 5 I, be the two-sample Mann-Whitney statistic com-
puted on the ith sample versus the combined data in the first i- 1 samples and
analogously U(c...i+~ ) i , 1 5 i 5 c - 1, the two-sample Man-Whitney statistic
computed on the ith sample versus the combined data in the last c - i samples.
1 c- 1
ThenitiseasytoseethatMW= C U(1...i-I);+ U(c...i+I)i.
i=2 i=l
It should be noticed that the statistic M W is not a sum of independent substatis-
tics because U(, ...I- 111 and 111 are dependent (positively correlated). It is
well known that the Mann-Whitney test and hence the Mack-Wolfe test are very
efficient for symmetric and medium- up to long-tailed distributions. In order to
obtain nonparametric umbrella tests which have high power for asymmetric, short-
tailed or very long-tailed distributions we replace the Mann-Whitney statistic in
the formula for MW by other two-sample statistics. The procedures are similar to
that for the Jonckheere-type tests recently introduced by BUNINGand KCISSLER
(1996% 1996b). The general form of the two-sample linear rank statistic is given
+
by (NrS= n, ns):

1 N,
with a(Nrs, k ) E W,a(N,) = - C a(Nrs, k) and
Nrs k = l

if X(k) belongs to the sth sample

where X@) is the kth order statistic of the combined two samples X,l, . . . X,,,, and
XSl,. . . Xsn,t,Under Ho, we have
E(Lrs) = 0
and

Now, we define Mack-Wolfe-type statistics as follows :

where Ni = nj, N = N,, and L(1 .,.i- 1)i is an arbitrary two-sample linear rank
j= 1
statistic computed on the ith sample versus the combined data in the first i- 1
486 H.BONING,W.KOSSLER: Power of Some Tests for Umbrella Alternatives

samples and analogously L(c...i+l l i is computed on the ith sample versus the com-
bined data in the last c - i samples. The weights Ni and (N - Ni- I ) in the first
and second sum, respectively, are chosen in order to have a simpler formula for
the asymptotic variance of MWT which will be given later on. In the following,
we assume that the scores a(N,, k) in the definition of Lrs are generated by a so
- see e.g. RAN-
called scores-generating function cp, i.e. a(Nrs, k) = cp (Nn;l)7
DLES and WOLFE(1979, p. 272), where cp is square integrable.
Let us now consider some examples of Mack-Wolfe-type tests with specially
chosen two-samples scores and its scores-generating function cp(u), 0 < u < 1. In
the parenthesis that type of distribution is indicated for which the test has high
power.

Example 2.1: Gastwirth test G (short tails)

if k<-
N, +1
4

4u-1 if O<u<1/4
if 1/4 < u < 3/4
4u-3 if 3/4<u< 1 .

Example 2.2: Test L (long tails)

if O<u<1/4
- 1) <
if 1/4 U 5 3/4 .
if 3 / 4 < u < 1
Biometrical Journal 39 (1997) 4 487
Example 2.3 : Hogg-Fisher-Randles test H (right-skewed)

I1/8 otherwise

- 3/8 if 0 < U 5 1/2

cpH = { U
1/8 if 1 / 2 < u < 1.
The Mack-Wolfe-type tests based on Gastwirth scores, L-scores and Hogg-Fisher-
Randles scores are abbreviated by M W G ,MWL and MWH, respectively. In gen-
eral, the so called optimal score function cp(u, g), corresponding to the test which
is asymptotically most powerful for detecting a shift in the absolutely continuous
distribution function G, is given by

where g is the density function of G, see e.g. RANDLEs and W o w (1979, p-299).
In the following, we assume
I
Cjj :=J’ cp(u, g) du = 0 , (1)
0
the Fisher Information Z(g) is finite, i.e.
1
I(g) = J’ c p 2 ( U , g ) du <W. (2)
0
The Gastwixth test G, the L-test and the Hogg-Fisher-Randles test H with the score
functions cp,, cpL and cpH, respectively, are the asymptotically most powerful rank
tests for detecting a shift in a uniform-logistic, logisticdouble exponential and logis-
tic-exponential distribution with corresponding density function fu - 1, fi - d and fr - e 9
respectively, see BUNINGand KOSSLER(1996b). Thus we have cp(u, & - I ) = cpG(u),
q(., f i - d ) = cp~(.) and q ( U , f r - a ) = cpj-,(U) and we obtain from(2):

Under the assumptions (1) and (2), the limiting distribution of MWT/OMWis,
under Ho, the standard normal where the asymptotic variance of MWT,
Var, (MWT) =: o h , is given by
2- = I(g)

“ 1
c- 1
x
i=2
~ i ~ Ini
i -+ i=l ( N - N ~ -I ) ( N - N ~ ) ni +2 ( ~ ~ n l ( ~ - ~ l ) - n : ( ~ - ~ ~ ) )
*
488 H.BONING,W.KOS-: Power of Some Tests for Umbrella Alternatives

Here g is that density function for which the two-sample test in the definition of
MWT is asymptotically most powerful. The two sums in the brackets result from the
fact that the statistics L ( l . . . i - l ) i and L ( c . . . , + ~ )are
j independent if i < i and
Z(g) [Nln[(N - NI)- n:(N - Nl)]is just the asymptotic covariance of L(1. . . I - 111 and
see PURI(1965, Theorem 5.1). The formula of a& may be reduced to

Thus, the critical values MWTl of the test statistic MWT can be approximated
by MWTl - a = ZI- a G m , where ZI- a is the upper 100 ath percentile of the
standard normal distribution. Such approximate critical values are used for our
simulation study in the next section.

3. Simulation Study

We investigate via Monte Carlo simulation (10000runs) the power of the tests
from section 2 for normal and nonnormal data. The selected distributions for our
Table 1
Power values (in %) of umbrella tests for different distributions
a = 5%. c = 4, 1 = 3, (nl,RZ. n3, nd) = (10, 10. 10, 10)
Tests , k3. k4)
( k ~kz, Distributions

Uni Norm Dexp Cau CN Exp

Tu (0.0.0. 0) 4.8 5.1 5.1 4.I 5.0 5.I

(0.0.3,0.6,0.3) 36.4 36.2 38.8 10.9 36.8 39.6
(0,0.6,1.2,0.8) 83.6 84.0 83.9 22.8 83.9 84.8
TUR (0.0.0. 0) 4.7 5.0 4.9 5.O 5.1 5.3
(0.0.3, 0.6,0.3) 31.3 32.7 43.2 33.2 31.2 55.4
(0.0.6, 1.2,0.8) 77.I 81.4 89.3 72.8 83.5 92.9
MWG (0.0,0.0) 3.3 3.4 3.7 3.3 3.4 3.7
(0.0.3, 0.6,0.3) 38.9 23.7 23.6 13.1 26.0 50.7
(0.0.6, 1.2, 0.8) 79.9 61.0 56.3 27.9 61.1 80.5
MW (0,0,0,0) 5.0 4.9 5.4 5.O 5.1 5.5
(0,0.3. 0.6,0.3) 32.1 32.7 44.2 33.7 36.9 56.7
(0.0.6. 1.2. 0.8) 70.2 73.0 83.1 66.8 77.6 93.1
MWL (0.0.0,O) 4.8 4.8 5.1 4.9 5.0 5.2
(0,0.3,0.6. 0.3) 23.8 30.6 46.1 39.1 34.3 49.3
(0.0.6. 1.2. 0.8) 55.3 69.4 84.5 14.3 75.3 91.1
MWH (0.0,O~O) 4.3 4.5 45 4.4 4.6 4.7
(0. 0.3,0.6,0.3) 24.0 25.5 34.1 27.2 31.8 73.4
(0.0.6, 1.2, 0.8) 57.8 60.3 68.4 51.9 79.0 98.6
Biometrical Journal 39 (1997) 4 489
study are (with the abbreviations in the parentheses): uniform (vni), normal
(Norm), double exponential (Dexp), Cauchy (Cau), a contaminated normal
0.5N(l, 4) +O.SN(-l, 1) (CN,skewed to the right) and the exponential (Exp).
These distributions cover a wide range of symmetric distributions with short,
medium, long and very long tails as well as asymmetric distributions. We consider
the cases c = 4, 1 = 3 and c = 5, 1 = 3, 4 with equal and unequal sample sizes,
small and moderately large ones. The location parameters 8i are chosen as a multi-
ple of the standard deviation UF of the underlying distribution F , i.e. Oi = kjuF,
i = 1 , . .., c. For the Cauchy we set u h = FL(0.8413) = 1.8373, because
a(1) = 0.8413 where is the standard normal distribution function.
In the tables 1, 2 and 3 we present power values of the tests at level a = 0.05
for ~ = 4 Z, = 3 , n i = 1 0 , i = l , ..., 4, and ~ = 5 ,Z=3, n i = 1 0 and 40,
i = 1,. . ., 5, respectively.
From the Tables we get the following results:
- All the tests with the exception of the test MWG and perhaps the test MWH
maintain the level a on the whole, even for small sample sizes. Obviously, the
difference between the actual and nominal level becomes small with increasing
sample sizes.
Table 2
Powervalues (in 96) of umbrella tests for different distributions
a = 5% c = 5, 1 = 3, (nl,nz. n3, n4, ns) = (10, 10. 10, 10. 10)

Tests (ki, kz, k3, b. ks) Distributions

Uni Norm Dexp Cau CN Exp

Tu (0,O.0,0.0) 5.0 4.9 5.3 4.2 5.2 5.3

(0,0.3, 0.6, 0.4, 0.2) 35.8 36.1 38.5 10.4 36.5 38.8
(0,0.6, 1.2, 0.8, 0.4) 83.6 83.2 83.5 19.6 84.0 82.8
TUR (0,o,o, 0.0) 4.8 4.7 5.1 4.6 5.0 4.8
(0,0.3, 0.6, 0.4, 0.2) 34.2 35.3 46.7 36.3 39.6 60.4
(0, 0.6. 1.2. 0.8. 0.4) 78.6 81.3 90.8 74.9 86.5 96.2

MWG (0,o.o,o, 0) 3.7 3.5 3.9 3.5 3.5 3.5

(0,0.3, 0.6, 0.4, 0.2) 42.1 26.2 24.8 13.8 27.9 56.2
(0, 0.6, 1.2, 0.8, 0.4) 87.3 68.6 65.0 32.1 71.4 88.6

Mw (0.0,O. 0.0) 5.2 5.1 5.4 4.9 5.1 4.8

(0,0.3, 0.6, 0.4, 0.2) 33.1 34.2 45.3 35.0 37.7 59.2
(0, 0.6, 1.2.0.8, 0.4) 76.3 79.1 89.4 73.9 85.3 96.9
MWL (0,0.0,0.0) 5.2 5.1 5.3 4.8 5.1 4.8
(0,0.3, 0.6, 0.4, 0.2) 24.6 31.9 47.6 40.8 36.0 51.6
(0,0.6, 1.2.0.8, 0.4) 61.0 75.1 90.9 81.7 82.9 95.7
MWH (O,O,O. 0.0) 4.4 4.3 4.6 4.6 4.4 4.4
(0, 0.3. 0.6, 0.4. 0.2) 25.7 27.0 36.2 28.2 39.3 78.1
(0,0.6, 1.2, 0.8, 0.4) 66.3 67.0 77.6 59.8 87.4 99.7
490 H.BONING,W.KCISSLER:Power of Some Tests for Umbrella Alternatives

Table 3
power vdues (in 46) of umbrella tests for Merent distributions
a = 5%. c = 5. f = 3, (nl,n2, 2~3,124,ns) = (40,40,40,40,40)
Tests (ki. k2. B. k4. ks) Distributions

Uni Norm Dexp Cau CN Exp

Tu (0.o*o,o, 0) 4.4 5.1 5.4 4.4 5.7 5.2

(0.0.2. 0.4. 0.3, 0.2) 47.2 47.6 47.1 7.6 47.9 49.1
(0,0.3. 0.6. 0.4, 0.2) 84.3 84.1 83.8 10.6 83.9 84.4
TUR (0,0. 0.0,O) 4.6 5.3 5.4 5.2 5.4 5.2
(0,0.2. 0.4. 0.3. 0.2) 45.1 46.1 60.7 47.9 52.2 80.3
(0.0.3. 0.6. 0.4. 0.2) 81.4 82.3 93.0 81.9 88.1 98.9
MWG (0.0.0.0.0) 4.6 4.8 4.8 4.9 5.o 4.6
(0.0.2, 0.4. 0.3, 0.2) 64.5 40.1 36.4 19.4 44.5 82.1
(0.0.3, 0.6. 0.4, 0.2) 94.8 75.8 70.8 36.5 81.6 99.8
Mw (0.0, 0.0. 0) 4.8 5.1 5.1 5.2 5.4 5.1
(0. 0.2, 0.4, 0.3, 0.2) 43.7 44.3 58.9 46.5 50.1 79.8
(0, 0.3, 0.6, 0.4, 0.2) 79.8 80.5 92.2 80.8 86.9 99.0
MWL (0,0,0.0,0) 4.8 5.2 5.1 5.1 5.3 5.1
(0,0.2. 0.4. 0.3, 0.2) 29.0 40.8 63.1 55.2 46.5 63.9
(0,0.3. 0.6, 0.4, 0.2) 59.1 75.8 94.1 89.1 83.2 95.6
MWH (0.0.0.0.0) 4.4 5.0 5.O 4.8 5.o 5.2
(0,0.2, 0.4, 0.3, 0.2) 36.3 36.9 49.1 38.6 55.3 94.3
(0.0.3, 0.6,0.4, 0.2) 71.9 71.1 84.1 69.3 91.3 100.0

- The test TU is the best one for the normal distribution as it might be ex-
pected. It has small power differences for the various distributions with fixed para-
meter vector (kl,.. . , k,) except for Cauchy, whereas the test TUR behaves well
also for the Cauchy. It seems to be the best test in all under this broad class of
distributions. But for each of the distributions considered (except for the normal)
there is a Mack-Wolfe-type test which has (much) higher power than the TU-or
TUR-test.
- The power of the Mack-Wolfe-type tests strongly depends on the underlying
distribution. The MWG-test is the best one for the uniform, the MW-test for the
normal, the =-test for the double exponential and the Cauchy and the MWH-
test for both distributions skewed to the right, the contaminated normal and the
exponential. For the last distribution (very right-skewed) the MWG-test is a good
one, too.
These general results are true for all cases considered. Further tables with such
power values can be obtained by the authors on request. For other power studies
of umbrella tests see e.g. MACK and WOE (1981), SMPSON and MAR GO^
(1986), CHENand WOLFE(199Oa) and CHEN(1993).
Biornetrical Journal 39 (1997) 4 49 1
4.The case of unknown peak

For the simulation study in section 3 we assumed that the peak 1 is known. In
practice, however, 1 is usually unknown, then it has to be estimated from the data.
There are diverse proposals for estimating 1, e.g. MACK and WOLFE(1981), SIMP-
SON and MARGOLIN (1986), HETTMANSPERGER and NORTON(1987), SHI (1988a,
1988b). Chen and WOLFE(199Oa), HOTHORNand LIESE(1991) and CHEN(1991,
1993).
Here, we follow the proposal of CHENand WOE (1990a) and CHEN(1991)
who consider only the case of Mann-Whitney Scores. For the balanced design, i.e.
nl = ... = n, = n, they determine asymptotically critical values of the statistic
MW,,:= max M W ~ ,
1 = 1, ...,c

where
MWT = M W 1 - E ( W , )
d=mG
are the standardized Mack-Wolfe statistics with a given peak I, see section 2.2.
Table 4 shows such critical values for level a = 0.05 and number c of samples,
c 5 8, see CHEN(1991).
Now, we apply this idea on the Mack-Wolfe-type statistics with arbitrarily cho-
sen scores a(N,, k) from section 2.2. Let MWTl be the Mack-Wolf-type statistic
with peak 1 and MWTT the standardized statistics MWTT:=MWTl/am, where
O M ~ is, given by (3). Then the peak 1 is estimated by

r^ = arg max M W T ~
I = I , ...,c

and the statistic

MWTmax:=max MWTT
I= I , ...,c

has the same asymptotic c.d.f. as the MW--statistic. The vector (MWTT, . . . . MWT;)
is asymptotically normally distributed with expectation vector equal to zero and a
covariance matrix which depends only on the sample sizes ni, cf. CHEN(1991).
Thus the critical values from table 4 can be used for the Mack-Wolfe-type tests.
In order to check how the approximation works for finite sample sizes a Monte
Carlo study (loo00 replications) was run for ni = n = 10, 20, 40 and c = 3, 4, 5.

Table 4
Asymptotically critical values of MW-, a = 0.05

C 2 3 4 5 6 7 8

m-,0.95 1.96 2.13 2.20 2.27 2.30 2.34 2.36

492 H. BONING,W. KOSSLER: Power of Some Tests for Umbrella Alternatives

Table 5
Estimated levels d of some Mack-Wolfe-type tests, a = 5%

Tests C 3 4 5
~max.0.95 2.13 2.20 2.21

n = 10
MWG 2.6 2.9 3.3
MW 3.8 4.5 4.6
MWL 4.5 5.0 4.5
MWH 3.8 3.6 4.0

n = 20
MWG 3.6 4.3 3.9
MW 4.1 5.0 4.8
MWL 5.0 5.0 4.8
MWH 4.1 4.1 4.5

n = 40
MWG 4.1 4.6 4.9
MW 4.9 5.1 5.0
MWL 5.O 4.9 4.9
MWH 4.8 5.0 4.6

The estimated levels 6 based on the critical values h4Wmax,o.~5from table 4 are
presented in table 5.
Obviously, all the Mack-Wolfe-type tests maintain the level a = 5% well for
moderate sample sizes, ni 2 40. In many cases the approximation even works for
smaller sample sizes. All the tests are more or less slightly conservative.
It should be noted that MACKand WOLFE(1990) investigate the case of unequal
sample sizes, too. The authors use a statistic similar to that of CHEN(1991) for
estimating the peak 1.

5. Discussion and Conclusions

In this paper we studied a parametric test and some nonparametric tests for um-
brella alternatives which are modifictions of tests proposed by BARLOWet al.
(1972) and MACKand WOLFE(1981). We considered the case of known and un-
known peak 1.
Our study is concerned with a pure location model. But in mutagenicity assays
as an example for umbrella alternatives in medicine (see section 1) it is often
observed that the variances in the groups increase with increasing dosage levels.
The question arises if the tests proposed in section 2 maintain the level a in the
case of unequal variances. A simulation study has shown that the TUR-test is
Biometrical Journal 39 (1 997) 4 493
considerably a-robust even for large differences of the group variances, in contrast
to its competitors. Another way is to apply special umbrella tests for this Behrens-
Fisher problem, see e.g. CHENand WOE (1990b) and CHEN(1992).
One of the results of the power study in section 3 is that for a special type of
distribution there is a best test among the Mack-Wolfe-type tests. But usually the
practising statistician has no clear idea about the underlying distribution of his
data. Thus, an adaptive test should be applied which takes into account the given
data. For example, HoGG et al. (1975) suggested an adaptive test for the two-
sample location problem, and BUNING(1996) extended this procedure to the
c-sample location problem with two-sided alternatives. An adaptive test for
umbrella alternatives is just in preparation by the authors.

Acknowledgement

The authors are grateful to the referee for his useful comments on this paper.

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HERBERT BONING Received, December 1996

Freie Universitiit Berlin Revised. May 1997
Institut e r Statistik und dkonometxie Accepted, May 1997
BoltzmannstraSe 20
D-14195Berlin
FRG

WOLFGANGKOSSLER
Humboldt-Universit zu Berlin
Institut fir Informatik
Unter den Linden 6
D-10099 Berlin
FRG