I would like to compare means/medians of two samples that may be very skewed in size, e.g. 25 points and 1 or 2 points and test them for similarity, rather than difference. I realize that the power of such a test is likely to be low, however I would like to calculate it nevertheless. I have been reading about equivalence tests but so far haven't seen much on the non-parametric side. Because of the small sample size, if there are ideas for permutation/simulation/bootstrap tests for similarity, I'd like to hear those too. Thanks much.
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Non-parametric tests such as the ones developed by Wilcoxon would be appropriate for such a task. To analyze goodness of fit between two large sets you can consider: non-parametric tests such as Anderson-Darling or Kolmogorov-Smirnov. Anderson-Darling is pretty good for running samples of different sizes (if your samples get larger than just 1 or 2), in particular. HTH. |
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I found lots of relevant information in a paper and subsequent book by Stefan Wellek: Testing Statistical Hypotheses of Equivalence and Noninferiority, Second Edition Unfortunately, neither of these sources are free. The book is supposed to have SAS/R code associated with it but the provided link is broken. The text does provide enough info to implement it though. |
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