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Confidence intervals for an effect size measure based on the Mann–Whitney statistic. Part 2: asymptotic methods and evaluation
Author(s) -
Newcombe Robert G.
Publication year - 2005
Publication title -
statistics in medicine
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.996
H-Index - 183
eISSN - 1097-0258
pISSN - 0277-6715
DOI - 10.1002/sim.2324
Subject(s) - confidence interval , statistic , statistics , mathematics , cdf based nonparametric confidence interval , sample size determination , mann–whitney u test , measure (data warehouse) , u statistic , coverage probability , gaussian , econometrics , computer science , efficiency , data mining , estimator , physics , quantum mechanics
Several asymptotic confidence interval methods for U / mn , the Mann–Whitney U statistic divided by the product of the two sample sizes, are developed and evaluated alongside published methods. Novel methods derived from Gaussian and beta models perform well, though overall a modification of the Hanley–McNeil approach (method 5 in this evaluation) performed better and is recommended for calculating confidence intervals for U / mn for continuously distributed data. Copyright © 2005 John Wiley & Sons, Ltd.