An algorithm for computing the exact distribution of the Wilcoxon signed-rank statistic
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초록

In this paper, we propose an efficient algorithm to compute the exact distribution of the Wilcoxon signed-rank test. The proposed algorithm is straightforward and easy to program even if ranks are tied and is efficient to compute the probability mass function. A simulation study was performed to compare the exact distribution and the normal approximation. We also compared computing times of the proposed method with those of other methods. We present the R program in which the core contents of the proposed algorithm are written. (C) 2016 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.

키워드

PermutationRTieWilcoxon signed-rank distribution
제목
An algorithm for computing the exact distribution of the Wilcoxon signed-rank statistic
저자
Yeo, In-Kwon
DOI
10.1016/j.jkss.2016.11.003
발행일
2017-09
유형
Article
저널명
Journal of the Korean Statistical Society
46
3
페이지
328 ~ 338