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

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  • E. F. Harding

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.

Suggested Citation

  • E. F. Harding, 1984. "An Efficient, Minimal‐Storage Procedure for Calculating the Mann‐Whitney U, Generalized U and Similar Distributions," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 33(1), pages 1-6, March.
    • Handle: RePEc:bla:jorssc:v:33:y:1984:i:1:p:1-6
    DOI: 10.2307/2347656
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    Cited by:

    1. Alan L Hutchison & Mark Maienschein-Cline & Andrew H Chiang & S M Ali Tabei & Herman Gudjonson & Neil Bahroos & Ravi Allada & Aaron R Dinner, 2015. "Improved Statistical Methods Enable Greater Sensitivity in Rhythm Detection for Genome-Wide Data," PLOS Computational Biology, Public Library of Science, vol. 11(3), pages 1-29, March.

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