CONTENTS
1.2 A Brief History of Adaptive Tests
1.2.1 Early Tests and Estimators
1.2.3 The Weighted Least Squares Approach
1.3 The Adaptive Test of Hogg, Fisher, and Randies
1.3.1 Level of Significance of the HFR Test
1.3.2 Comparison of Power of the HFR Test to the t Test
1.4 Limitations of Rank-Based Tests
1.5 The Adaptive Weighted Least Squares Approach
1.5.2 Comparison of Power of the Adaptive WLS Test to the t Test and the HFR Test
1.6 Development of the Adaptive WLS Test
2 Smoothing Methods and Normalizing Transformations
2.1 Traditional Estimators of the Median and the Interquartile Range
2.2 Percentile Estimators that Use the Smooth Cumulative Distribution Function
2.2.1 Smoothing the Cumulative Distribution Function
2.2.2 Using the Smoothed c.d.f. to Compute Percentiles
2.2.3 R Code for Smoothing the c.d.f.
2.2.4 R Code for Finding Percentiles
2.3.1 An Estimator of Variability Based on Traditional Percentiles
2.3.2 R Code for Finding the Bandwidth
2.3.3 An Estimator of Variability Based on Percentiles from the Smoothed Distribution Function
2.4 Normalizing Transformations
2.4.1 Traditional Normalizing Methods
2.4.2 Normalizing Data by Weighting
2.5.1 An Example of the Weighing Procedure
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