On the variance estimate of a wilcoxon-mann whitney statistic for group ordered data |
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Authors: | Yosef Hochberg |
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Institution: | Tel Aviv University , Ramat Aviv, Israel |
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Abstract: | Two consistent estimators for the non-null variance of Wil-coxon-Mann-Whitney’s statistic applied to grouped ordered data, are considered. The first is based on U-statistics and the sec-ond is obtained by the Delta method. Some examples are given to demonstrate the extent of error when using a null variance esti-mate for constructing confidence intervals. It appears that the two consistent estimates are very close, but may both be disting-uishably larger or smaller than the null variance estimate. |
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Keywords: | Null hypothesis variance non-null variance consistent estimators u-statistics delta method |
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