
Accession Number : AD0762778
Title : Robustness of MannWhitneyWilcoxon Test to Dependence in the Variables.
Descriptive Note : Technical rept.,
Corporate Author : KENTUCKY UNIV LEXINGTON DEPT OF STATISTICS
Personal Author(s) : Govindarajulu,Z.
Report Date : JUN 1973
Pagination or Media Count : 12
Abstract : Let (X,Y) have an unknown bivarite distribution function H(x,y) having continuous marginals F(x) and G(y). The MannWhitneyWilcoxon test statistic can be studentized so as to be asymptotically distributionfree for testing (H sub 0): F(x) = G(x), for all x against the alternative (H sub 1: F > or = G (with strict inequality for some x). The test is consistent and its asymptotic efficiency relative to the ttest is evaluated and an explicit form for it is obtained when H(x,y) is bivariate normal with correlation coefficient rho. The relative efficiency is 3/pi when rho = 1 or 0, is increasing for 1 < or = rho < .5, decreasing for .5 < rho < or = 1 and is equal to square root (3)/2 = .866 when rho = 1. (Author)
Descriptors : (*STATISTICAL TESTS, SENSITIVITY), SAMPLING, RANDOM VARIABLES, ASYMPTOTIC SERIES, INTEGRALS, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE