An Efficient, Minimal‐Storage Procedure for Calculating the Mann‐Whitney U, Generalized U and Similar Distributions

E. F. Harding

Journal of the Royal Statistical Society Series C, 1984, vol. 33, issue 1, 1-6

Abstract: A simple procedure is described for calculating the null distributions of the 2‐sample Mann‐Whitney and the k‐sample Jonckheere U‐statistics. It exploits the form of their generating functions and generalizes directly to distributions with similar generating functions. The procedure requires minimal storage, may optionally (hence with extra efficiency) be restricted to any desired tail‐area, and has run‐time at least as short as any other algorithm. It is very simple to program, and may be implemented on almost any calculating device: An outline program is given.

Date: 1984
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