Large deviation approximations for the Mann-Whitney statistic and the Jonckheere-Terpstra statistic

Cyrille Joutard

Journal of Nonparametric Statistics, 2013, vol. 25, issue 4, 873-888

Abstract: We establish strong large deviation results for the Mann-Whitney statistic and the Jonckheere-Terpstra statistic, that is, asymptotic expansions of large deviation type for the tail probabilities. We then carry out some numerical comparisons with the exact upper tail probabilities for the Wilcoxon-Mann-Whitney test and the Jonckheere-Terpstra test.

Date: 2013
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DOI: 10.1080/10485252.2013.816701

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