A Bivariate Extension of the $U$ Statistic
Whitney, D. R.
Ann. Math. Statist., Tome 22 (1951) no. 4, p. 274-282 / Harvested from Project Euclid
Let $x, y$, and $z$ be three random variables with continuous cumulative distribution functions $f, g$, and $h$. In order to test the hypothesis $f = g = h$ under certain alternatives two statistics $U, V$ based on ranks are proposed. Recurrence relations are given for determining the probability of a given $(U, V)$ in a sample of $l x$'s, $m y$'s, $n z$'s and the different moments of the joint distribution of $U$ and $V$. The means, second, and fourth moments of the joint distribution are given explicitly and the limit distribution is shown to be normal. As an illustration the joint distribution of $U, V$ is given for the case $(l, m, n) = (6, 3, 3)$ together with the values obtained by using the bivariate normal approximation. Tables of the joint cumulative distribution of $U, V$ have been prepared for all cases where $l + m + n \leqq 15$.
Publié le : 1951-06-14
Classification: 
@article{1177729647,
     author = {Whitney, D. R.},
     title = {A Bivariate Extension of the $U$ Statistic},
     journal = {Ann. Math. Statist.},
     volume = {22},
     number = {4},
     year = {1951},
     pages = { 274-282},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729647}
}
Whitney, D. R. A Bivariate Extension of the $U$ Statistic. Ann. Math. Statist., Tome 22 (1951) no. 4, pp.  274-282. http://gdmltest.u-ga.fr/item/1177729647/