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Computing the distribution of the wilcoxon statistic with applications to process control

 

作者: Dennis W. King,   Michael T. Longnecker,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1990）
卷期: Volume 19, issue 2  

页码: 381-399

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812863

 

出版商: Marcel Dekker, Inc.

 

关键词: nonparametric CUSUM;Wilcoxon signed rank statistic;average run length

 

数据来源: Taylor

 

摘要:

A computer algorithm for computing the alternative distributions of the Wilcoxon signed rank statistic under shift alternatives is discussed. An explicit error bound is derived for the numeric integration approximation to these distributions.

 

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