A Generalization of Wilcoxon Rank Sum Test

نویسنده

  • Hyo-Il Park
چکیده

In this paper, we consider applying the Wilcoxon’s idea for the construction of the one-sample problem to the two-sample case. For this, we show that the location translation parameter becomes a median of the distribution of the difference of two independent random variables under the location translation model. Based on this fact, we construct generalized signed-rank statistics for the two sample problem and consider to apply the permutation principle to obtain the null distribution. Then we compare the efficiency of the proposed test with that of the Wilcoxon test. We discuss some interesting features which are related with the generalized signed-rank statistics. Finally, we derive the asymptotic normality for the generalized signed-rank statistics with the U-statistics theorem. Mathematics Subject Classification: 62G10

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تاریخ انتشار 2015