siegel-tukey test

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siegel-tukey test

charles liard
Hi,

I'm a frequent R user and ran into a message from 2004 in which someone
wants to use R for a Siegel-Tukey test.  To the best of my knowledge (and
I've checked a lot), there is no way to do this in R.  However, I've set up
some R code that requires the sue of an executable program made with a
general-purpose language (turing).   Ultimately, the test is performed
correctly a la Conover and/or Sprent.  I will happily make the whole thing
available to anyone who wants it.

I have a question.  Suppose the two data sets have different means and the
difference is unknown a priori.  Can the difference be estimated from the
data when using the Siegel-Tukey test?  Reputable sources disagree on this.  
What do you think?  I say yes.  It isn't as if we never use sample standard
deviations ...

Thanks!

Charles Liard

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