A Development of Tukey's Quick Test of Location

Abstract

A simple test for recognising differences in mean is described. It has its origins in a test proposed by Tukey in 1959, and effectively ignores that piece of data which most seriously detracts from the significance of Tukey's statistic. Heuristic discussions and a reference to empirical evidence are given concerning the resultant improvement in power. The test is quick to execute both in formation of the statistic and in deciding on its significance, since in a wide class of situations the 5%, 1% and .1% critical values can be taken as 10, 13 and 17 respectively. Tables of critical values for small samples are however included, as are graphs based on asymptotic considerations.