Premium
A Modified M ANN ‐W HITNEY Test with Improved Asymptotic Relative Efficiency
Author(s) -
Berchtold H.
Publication year - 1979
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710210707
Subject(s) - mathematics , test (biology) , upper and lower bounds , statistics , combinatorics , mathematical analysis , biology , paleontology
A slight modification of the M ANN ‐W HITNEY test is introduced here. When the underlying distribution is normal the ARE of the modified test with respect to t ‐test is 99.22% (M ANN ‐W HITNEY test: 95.45%). The lower bound of the ARE of the modified test is 92.50% for all distributions with a continuous density function and a finite variance (M ANN ‐W HITNEY test: 86.4%).
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom