VUS and HUM Represented with Mann-Whitney Statistic
نویسندگان
چکیده
منابع مشابه
A Nonparametric Control Chart based on the Mann-Whitney Statistic
Nonparametric or distribution-free charts can be useful in statistical process control when there is limited knowledge about the underlying process. In this paper a Shewhart-type chart is considered for the location, based on the Mann-Whitney statistic. The control limit calculations use Lugannani-Rice saddlepoint, Edgeworth and other approximation methods along with Monte Carlo estimation and ...
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Cross entropy and mean squared error are typical cost functions used to optimize classi er performance. The goal of the optimization is usually to achieve the best correct classi cation rate. However, for many two-class real-world problems, the ROC curve is a more meaningful performance measure. We demonstrate that minimizing cross entropy or mean squared error does not necessarily maximize the...
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Over a quarter-century ago, Alan Agresti (Biometrics, 1980) proposed using the generalized odds ratio (genOR) to summarize the association between two ordinal variables. Unfortunately, genOR is still largely unknown, even though it is elegantly straightforward and fills key voids in the working statistician’s toolbox. An extension of it, a statistic we are calling “WMWodds,” is an ideal effect-...
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متن کاملA uniform saddlepoint expansion for the null-distribution of the Wilcoxon- Mann-Whitney statistic
The authors give the exact coefficient of 1/N in a saddlepoint approximation to the Wilcoxon-Mann-Whitney null-distribution. This saddlepoint approximation is obtained from an Edgeworth approximation to the exponentially tilted distribution. Moreover, the rate of convergence of the relative error is uniformly of order O(1/N) in a large deviation interval as defined in Feller (1971). The propose...
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ژورنال
عنوان ژورنال: Communications for Statistical Applications and Methods
سال: 2015
ISSN: 2383-4757
DOI: 10.5351/csam.2015.22.3.223