IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v24y1995i2p169-171.html
   My bibliography  Save this article

Edgeworth approximations for rank sum test statistics

Author

Listed:
  • Kolassa, John E.

Abstract

Hettmansperger (1984) quotes a result showing that the distribution function of the Wilcoxon signed rank statistic is approximated by the usual Edgeworth series using the first four cumulants, to 0(n-1). In light of standard Edgeworth series results for random variables confined to a lattice, this result is counterintuitive. One expects correction terms to be necessary because of the lattice nature of the Wilcoxon statistic. This paper explains this apparent paradox, provides an alternative proof relying on basic Edgeworth series results, and provides a sharper result. Interesting features in this problem highlighting limitations of expansions for random variables on a lattice are discussed.

Suggested Citation

  • Kolassa, John E., 1995. "Edgeworth approximations for rank sum test statistics," Statistics & Probability Letters, Elsevier, vol. 24(2), pages 169-171, August.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:2:p:169-171
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-7152(95)00164-H
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:24:y:1995:i:2:p:169-171. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.