As Table 4 shows, statistical power to detect a shift in two normal distributions corresponds to the weighted sum of the power of the unconditional use of Student’s t test and Mann-Whitney’s U test. When both samples must pass the preliminary test for normality (Strategy I), the weights correspond to (1 – αpre)2 and 1 – (1 – αpre)2 respectively, which is consistent with the rejection rate of the Shapiro-Wilk test under the normality assumption.For Strategy II, the weights roughly correspond to 1 – αpre and αpre respectively (a minimal deviation can be expected here because the residuals from the two samples are not completely independent). Similar results
were observed for shifted uniform distributions and exponential distributions with different rate parameters:
In both distributions, the overall power of the two-stage procedure seemed to lie in-between the power estimated
for the unconditional t test and the U test.