Smooth Versions of the Mann–Whitney–Wilcoxon Statistics

Autor: Netti Herawati, Ibrahim A. Ahmad
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Axioms, Vol 11, Iss 7, p 300 (2022)
Druh dokumentu: article
ISSN: 2075-1680
DOI: 10.3390/axioms11070300
Popis: The well-known Mann–Whitney–Wilcoxon (MWW) statistic is based on empirical distribution estimates. However, the data are often drawn from smooth populations. Therefore, the smoothness characteristic is not preserved. In addition, several authors have pointed out that empirical distribution is often an inadmissible estimate. Thus, in this work, we develop smooth versions of the MWW statistic based on smooth distribution function estimates. This approach preserves the data characteristics and allows the efficiency of the procedure to improve. In addition, our procedure is shown to be robust against a large class of dependent observations. Hence, by choosing a rectangular array of known distribution functions, our procedure allows the test to be a lot more reflective of the real data.
Databáze: Directory of Open Access Journals
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