An Approximation to the Wilcoxon-Mann-Whitney Distribution
作者:
N. Buckle,
C. Kraft,
C. van Eeden,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1969)
卷期:
Volume 64,
issue 326
页码: 591-599
ISSN:0162-1459
年代: 1969
DOI:10.1080/01621459.1969.10500996
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
An approximation, based on the sum of independent uniform random variables, to the Wilcoxon-Mann-Whitney null-distribution, is proposed. Numerical comparisons with the normal approximation show that this uniform approximation is appreciably more accurate even when the smaller sample size is large. A table of percentiles of the distributions of the sum of independent uniform random variables is given for the uniform approximation. An extension of existing tables of percentiles of the exact distribution is also given.
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