Two-Sample Inference Based on One-Sample Wilcoxon Signed Rank Statistics.
PENNSYLVANIA STATE UNIV UNIVERSITY PARK DEPT OF STATISTICS
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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. Keywords Mann-Whitney-Wilcoxon test Nonparametric test and Nonparametric confidence intervals.
- Statistics and Probability