Accession Number : AD0762778
Title : Robustness of Mann-Whitney-Wilcoxon 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 Mann-Whitney-Wilcoxon test statistic can be studentized so as to be asymptotically distribution-free 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 t-test 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