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

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  • Zielinski, Ryszard

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.

Suggested Citation

  • Zielinski, Ryszard, 1990. "Robustness of the one-sided Mann--Whitney--Wilcoxon test to dependency between samples," Statistics & Probability Letters, Elsevier, vol. 10(4), pages 291-295, September.
    • Handle: RePEc:eee:stapro:v:10:y:1990:i:4:p:291-295
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