A Robust Nonparametric Measure of Effect Size Based on an Analog of Cohen's d, Plus Inferences About the Median of the Typical Difference

Abstract

The paper describes a nonparametric analog of Cohen's d, Q. It is established that a confidence interval for Q can be computed via a method for computing a confidence interval for the median of D = X₁ − X₂, which in turn is related to making inferences about P(X₁ < X₂).