Recursive Generation of the Distribution of the Mann-Whitney-Wilcoxon U-Statistic Under Generalized Lehmann Alternatives
Shorack, Roger A.
Ann. Math. Statist., Tome 37 (1966) no. 6, p. 284-286 / Harvested from Project Euclid
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Let $X$ and $Y$ be independent random variables having strictly increasing continuous distribution functions $F$ and $G$ respectively. It is shown that for hypotheses of the form $H : F = G$ versus $K_1 : G = F^k, k > 0$ or $H : F = G$ versus $K_2 : G = 1 - (1 - F)^k, k > 0$, the alternative distribution of the MWW $U$-statistic can be generated by a recursive formula analogous to the one used by Mann and Whitney in [2] to generate the null distribution of $U$.
Publié le : 1966-02-14
Classification:  
@article{1177699621,
     author = {Shorack, Roger A.},
     title = {Recursive Generation of the Distribution of the Mann-Whitney-Wilcoxon U-Statistic Under Generalized Lehmann Alternatives},
     journal = {Ann. Math. Statist.},
     volume = {37},
     number = {6},
     year = {1966},
     pages = { 284-286},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177699621}
}

Shorack, Roger A. Recursive Generation of the Distribution of the Mann-Whitney-Wilcoxon U-Statistic Under Generalized Lehmann Alternatives. Ann. Math. Statist., Tome 37 (1966) no. 6, pp.  284-286. http://gdmltest.u-ga.fr/item/1177699621/