It is generally recognized that psychological studies
often involve small samples. For example, researchers in
clinical psychology often have to deal with small samples
that generally include less than 15 participants (Kazdin 2003;
Shapiro & Shapiro, 1983; Kraemer, 1981; Kazdin, 1986).
Although the researchers aim at collecting large normally
distributed samples, they rarely have the appropriate
amount of resources (time and money) to recruit a sufficient
number of participants. It is thus useful, particularly in
psychology, to consider tests that have few constraints and
allow experimenters to test their hypotheses on small and
poorly distributed samples.