Accession Number : AD0738468
Title : Exact Null Distributions and Asymptotic Expansions for Rank Test Statistics.
Descriptive Note : Technical rept.,
Corporate Author : VARIAN ASSOCIATES PALO ALTO CALIF VACUUM DIV
Personal Author(s) : Rogers,Warren F.
Report Date : 26 DEC 1971
Pagination or Media Count : 110
Abstract : Efficient algorithms are developed for inverting the probability generating functions of the distributions of rank test statistics. A method is given for deriving probability generating functions in a form suitable for inversion. Cases treated include one and two sample linear rank statistics and the Kolmogorov-Smirnov test statistics. A proof is given that one term of the Edgeworth series provides a valid asymptotic expansion for the Wilcoxon two sample distribution. Explicit bounds are given for the error in approximating the distribution by the one term expansion. It is shown that the error in the uncorrected normal approximation is of the order max(1/n, 1/m). (Author)
Descriptors : (*STATISTICAL TESTS, THEOREMS), STATISTICAL DISTRIBUTIONS, ASYMPTOTIC SERIES, REGRESSION ANALYSIS, COMPUTER PROGRAMS, ALGORITHMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE