On power and necessary sample sizes of the Wilcoxon-Mann-Whitney test

被引:3
作者
Frick, H [1 ]
Rahlfs, VW [1 ]
机构
[1] Inst Datenanal & Versuchsplanung Gauting, D-82131 Gauting, Germany
关键词
Mann-Whitney U-statistic; Birnbaum-Klose and Ury-Wiggins variance bounds; discrete null-variance;
D O I
10.1080/03610929808832236
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The Wilcoxon-Mann-Whitney test is a frequently applied nonparametric procedure for testing the equality of two distributions. In this paper formulae for the necessary sample sizes and lower bounds for the power are derived applicable to arbitrary distributions. In particular, the case of discrete random variables is investigated. It is shown how the power bounds increase and the necessary sample sizes decrease when the number of possible outcomes decreases.
引用
收藏
页码:2445 / 2460
页数:16
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