Performance of five two-sample location tests for skewed distributions with unequal variances

Tests for comparing the locations of two independent populations are associated with different null hypotheses, but results are often interpreted as evidence for or against equality of means or medians. We examine the appropriateness of this practice by investigating the performance of five frequently used tests: the two-sample T test, the Welch U test, the Yuen–Welch test, the Wilcoxon–Mann–Whitney test, and the Brunner–Munzel test. Under...