Effect of within-sample dependence on the Mann-Whitney-Wilcoxon statistic

Pettitt A.N. and Siskind V. (1981) Effect of within-sample dependence on the Mann-Whitney-Wilcoxon statistic. Biometrika, 68 2: 437-441. doi:10.1093/biomet/68.2.437


Author Pettitt A.N.
Siskind V.
Title Effect of within-sample dependence on the Mann-Whitney-Wilcoxon statistic
Journal name Biometrika   Check publisher's open access policy
ISSN 0006-3444
Publication date 1981-01-01
Sub-type Article (original research)
DOI 10.1093/biomet/68.2.437
Open Access Status Not yet assessed
Volume 68
Issue 2
Start page 437
End page 441
Total pages 5
Subject 1804 Statistics, Probability and Uncertainty
2604 Applied Mathematics
2600 Mathematics
2613 Statistics and Probability
1101 Medical Biochemistry and Metabolomics
1100 Agricultural and Biological Sciences
Abstract SUMMARY: Motivated by a problem involving correlation due to genetic relationships within a sample, we investigate the effect of within-sample dependence and between-sample independence on the variance of the Mann-Whitney-Wilcoxon statistic, given that the marginal distributions are identical in each sample. The dependence increases the variance of the statistic by a factor equal in order to the combined sample size when three specified joint marginal distributions are chosen. The results for the two-sample statistic are extended to the mean of the Kruskal-Wallis statistic, when between-sample independence and within-sample dependence are assumed. The effect is similar in this case in that the mean of the statistic is increased by a factor of the same order as the sample size. A numerical example is given.
Q-Index Code C1
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import - Archived
 
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Created: Tue, 13 Sep 2016, 11:43:43 EST by System User