Comparative Power of Student T Test and Mann-Whitney U Test for Unequal Sample Sizes and Variances

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Abstract

A computer program generated power functions of the Student t test and Mann-Whitney U test under violation of the parametric assumption of homogeneity of variance for equal and unequal sample sizes. In addition to depression and elevation of nominal significance levels of the t test observed by Hsu and by Scheffé, the entire power functions of both the t test and the U test were depressed or elevated. When the smaller sample was associated with a smaller variance, the U test was more powerful in detecting differences over the entire range of possible differences between population means. When sample sizes were equal, or when the smaller sample had the larger variance, the t test was more powerful over this entire range. These results show that replacement of the t test by a nonparametric alternative under violation of homogeneity of variance does not necessarily maximize correct decisions.