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A Generator for the Sampling Distribution of the Mann‐Whitney U Statistic

A Generator for the Sampling Distribution of the Mann‐Whitney U Statistic STATISTICAL ALGORITHMS 269 ~JO CrNTI~JU>' WRITE(ID[V,lCCl (PLCIl,I-l,LM) 100 FORMATl/1X, A4, ?X, 119All 110 CGNTINU[ C TERMINATION \oJRlTEC IDEV,10) RETURN END Algorithm AS 62 A Generator for the Sampling Distribution of the Mann-Whitney U Statistic By L. C. DINNEEN and B. C. BLAKESLEY Miles Laboratories Ltd Dorset Computer Services Ltd Keywords: MANN-WHITNEY; U-STATISTIC LANGUAGE ISO Fortran DESCRIPTION AND PURPOSE This algorithm generates the sampling distribution for the Mann-Whitney U-statistic, given the sizes of two independent samples, using a recurrence formula. The U-statistic is usually tested by reference to tabulated probability values or critical points or by assuming an approximately normal distribution. The method is deter­ mined by the sizes of the samples, but if one sample m is small and the other n is large then none of the standard methods is entirely satisfactory. In cases where an adequate test by table reference is available the differing structures and form of results given by the tables for small and medium samples has made the test incon­ venient to implement on a computer. The algorithm eliminates the accuracy problems with divergent sample sizes and gives a more convenient method of testing small and medium size samples. Where the sizes of both http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of the Royal Statistical Society Series C (Applied Statistics) Oxford University Press

A Generator for the Sampling Distribution of the Mann‐Whitney U Statistic

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References (4)

Publisher
Oxford University Press
Copyright
© Royal Statistical Society
ISSN
0035-9254
eISSN
1467-9876
DOI
10.2307/2346934
Publisher site
See Article on Publisher Site

Abstract

STATISTICAL ALGORITHMS 269 ~JO CrNTI~JU>' WRITE(ID[V,lCCl (PLCIl,I-l,LM) 100 FORMATl/1X, A4, ?X, 119All 110 CGNTINU[ C TERMINATION \oJRlTEC IDEV,10) RETURN END Algorithm AS 62 A Generator for the Sampling Distribution of the Mann-Whitney U Statistic By L. C. DINNEEN and B. C. BLAKESLEY Miles Laboratories Ltd Dorset Computer Services Ltd Keywords: MANN-WHITNEY; U-STATISTIC LANGUAGE ISO Fortran DESCRIPTION AND PURPOSE This algorithm generates the sampling distribution for the Mann-Whitney U-statistic, given the sizes of two independent samples, using a recurrence formula. The U-statistic is usually tested by reference to tabulated probability values or critical points or by assuming an approximately normal distribution. The method is deter­ mined by the sizes of the samples, but if one sample m is small and the other n is large then none of the standard methods is entirely satisfactory. In cases where an adequate test by table reference is available the differing structures and form of results given by the tables for small and medium samples has made the test incon­ venient to implement on a computer. The algorithm eliminates the accuracy problems with divergent sample sizes and gives a more convenient method of testing small and medium size samples. Where the sizes of both

Journal

Journal of the Royal Statistical Society Series C (Applied Statistics) – Oxford University Press

Published: Jun 1, 1973

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