EconPapers    
Economics at your fingertips  
 

Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples

Ryszard Zielinski

Statistics & Probability Letters, 1990, vol. 10, issue 4, 291-295

Abstract: The supremum of the size of the MWW test under all kinds of dependencies between samples is estimated. If dependencies between observations in samples are also allowed then the size of the test can some arbitrarily close to 1. If observations in both samples are independent, an interval containing the supremum is given, and the interval reduces to a point when the samples are very small.

Keywords: Mann--Whitney--Wilcoxon; test; robustness; to; dependencies; between-sample; dependency (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(90)90044-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:10:y:1990:i:4:p:291-295

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:10:y:1990:i:4:p:291-295