- 作者：EunYi Chunga ; eunyi@illinois.edu" class="auth_mail" title="E-mail the corresponding author ; Joseph P. Romanob
- 关键词：Permutation test ; UU-statistics ; Wilcoxon test
- 刊名：Journal of Statistical Planning and Inference
- 出版年：2016
- 出版时间：January 2016
- 年：2016
- 卷：168
- 期：Complete
- 页码：97-105
- 全文大小：411 K
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The two-sample Wilcoxon test generally fails to control the probability of Type 1 error.
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We provide a general theory whereby one can construct a permutation test of a parameter class="mathmlsrc">class="formulatext stixSupport mathImg" data-mathURL="/science?_ob=MathURL&_method=retrieve&_eid=1-s2.0-S037837581500138X&_mathId=si2.gif&_user=111111111&_pii=S037837581500138X&_rdoc=1&_issn=03783758&md5=8f7f2e17fef49c4f179df61ccebab7d1" title="Click to view the MathML source">胃(P,Q)=胃0class="mathContainer hidden">class="mathCode">.
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The new method controls both the asymptotic probability of the Type 1 error and the exactness property.
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The new studentized Wilcoxon test retains all the benefits of the usual Wilcoxon test.
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The results are derived for general two-sample class="mathmlsrc">class="formulatext stixSupport mathImg" data-mathURL="/science?_ob=MathURL&_method=retrieve&_eid=1-s2.0-S037837581500138X&_mathId=si1.gif&_user=111111111&_pii=S037837581500138X&_rdoc=1&_issn=03783758&md5=5ec09424ff959a8ed2cc0c3c22437d40" title="Click to view the MathML source">Uclass="mathContainer hidden">class="mathCode">-statistics.