Hypothesis Testing – Preferred Method: Bootstrapping Test vs. Nonparametric Rank-Based Test

bootstraphypothesis testingnonparametricwilcoxon-signed-rank

I want to perform a single-tail test on a single sample of real numbers (N~100) against an expected value. The population is known to be not normally distributed. So from what I've read about stats, I can do my testing using

  1. Wilcoxon signed rank test, or
  2. bootstrap shifted sample data to obtain the null distribution of t-statistic (see How to perform a bootstrap test to compare the means of two samples?).

Is that correct?

Which method is preferred for minimizing type I error, and if possible, why please?

Best Answer

You just described the difference. No one can know in advance outcome differences because it greatly depends on the nature of your data.

Do you know the non-normal distribution you're working with? If so, you could simulate some results and see what the typical error rates for the different tests were and how they differed.