An Approximation for the Exact Distribution of the Wilcoxon Test for Symmetry

Autor: D. J. Stoker, S. A. Fellingham
Rok vydání: 1964
Předmět:
Zdroj: Journal of the American Statistical Association. 59:899-905
ISSN: 1537-274X
0162-1459
Popis: An approximation of the exact distribution of the Wilcoxon test for symmetry by means of an Edgeworth series is derived. Probabilities are computed for sample sizes N = 10(1)26(2)42(3)48,50,100, and the accuracy investigated and compared with that of the normal approximation. The Edgeworth expansion gives a very satisfactory approximation for N ≥ 15 (maximum error 20 where no exact probabilities are readily available, the accuracy of the normal distribution is investigated relative to the Edgeworth expansion to terms of order 1/N 2. The validity of this procedure is established by calculating certain exact probabilities in the interval studied, for values of N = 21, 22 and 25. The Edgeworth expansion to terms of order 1/N is readily computed and gives the same deg...
Databáze: OpenAIRE