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An algorithm for computing the exact distribution of the Wilcoxon signed-rank statistic
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9초록
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
Permutation; R; Tie; Wilcoxon signed-rank distribution
- 제목
- An algorithm for computing the exact distribution of the Wilcoxon signed-rank statistic
- 저자
- Yeo, In-Kwon
- 발행일
- 2017-09
- 유형
- Article
- 권
- 46
- 호
- 3
- 페이지
- 328 ~ 338