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Two-sample inference based on one-sample Wilcoxon signed rank statistics

Author

Listed:
  • Tableman, Mara
  • Hettmansperger, Thomas P.

Abstract

A two-sample test is studied which rejects the null hypothesis of equal population medians when two Wilcoxon distribution free confidence intervals are disjoint. A confidence interval for the difference in population medians is constructed by subtracting the endpoints of two one-sample confidence intervals. Two different ways to select the one-sample intervals are presented. A solution that specifies equal confidence coefficients for the one-sample intervals is recommended. All solutions are shown to have the same asymptotic (Pitman) efficiency as the Mann-Whitney two-sample test.

Suggested Citation

  • Tableman, Mara & Hettmansperger, Thomas P., 1987. "Two-sample inference based on one-sample Wilcoxon signed rank statistics," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 97-102, November.
    • Handle: RePEc:eee:stapro:v:6:y:1987:i:2:p:97-102
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