Mann-Whitney Test for Associated Sequences
نویسندگان
چکیده
Let {X1, . . . , Xm} and {Y1, . . . , Yn} be two samples independent of each other, but the random variables within each sample are stationary associated with one dimensional marginal distribution functions F and G, respectively. We study the properties of the classical WilcoxonMann-Whitney statistic for testing for stochastic dominance in the above set up.
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