Jurnal Statistika Terapan (JSTAR)
Vol 6 No 1 (2026): Jurnal Statistika Terapan

COMPARATIVE ANALYSIS OF SINGLE-SAMPLE HYPOTHESIS TESTING: CRITICAL EVALUATION OF FREQUENTIST APPROACHES AND BAYESIAN INFERENCE ON SIMULATED DATA

Pardomuan Robinson Sihombing (BPS-Statistics Indonesia)



Article Info

Publish Date
30 Jun 2026

Abstract

The validity of statistical inference is a key pillar in data-driven decision making, but it is often threatened by the inappropriate selection of methods for non-ideal data. This study aims to evaluate the performance of single-sample hypothesis testing methods by comparing the frequentist paradigm (Student's t-test, Wilcoxon signed-rank test, sign test) and the Bayesian paradigm (Bayes factor). Through Monte Carlo simulations using R Studio with 1,000 iterations, this study investigates statistical power, Type I error rate, and the accuracy of effect size estimates (Cohen's d, Rank-Biserial Correlation, Cohen's g) under Normal, Heavy-tailed (t-Student), and Skewed (Log-normal) distribution conditions with sample variations . The results show that under the t-Student distribution ( ), the Wilcoxon test consistently outperforms the T-test in terms of power (0.514 vs. 0.416 at n ). Another crucial finding is the bias in Cohen's d estimation on Log-normal data, which tends to underestimate the actual impact of location when compared to Rank-Biserial Correlation. The Bayesian approach proved to be more conservative but provided better inference stability in large samples

Copyrights © 2026






Journal Info

Abbrev

JSTAR

Publisher

Subject

Humanities Computer Science & IT Economics, Econometrics & Finance Social Sciences

Description

Aim: JSTAR studies applied statistics at the regional and national levels of East Nusa Tenggara which are directed to contribute to the government in making regional development policies. JSTAR pays special attention to official and modeling statistics, big data and data mining, and the application ...