Edgeworth approximations for rank sum test statistics
β Scribed by John E. Kolassa
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 198 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
Three methods of approximating the power of Wilcoxon's rank-sum test against shift alternatives are studied. They are obtained by using a Gaussian assumption, Edgeworth expansion, or bootstrap. It is assumed that a historical data set is available to use in estimating the shape of the distribution.
## Abstract A nonparametric test to detect a pulse in monthly data is presented. This test is a maximum rankβsum test. The test statistic can be computed from frequencies or rates. The exact null distribution of the test statistic is tabulated for pulses that last 3, 4, 5, or 6 months. Estimates fr