The normal, Edgeworth, saddlepoint and uniform approximations to the Wilcoxon–Mann–Whitney null-distribution: a numerical comparison

DOI10.1080/10485250310001622677zbMath1052.62015OpenAlexW1981130371MaRDI QIDQ4819566

Raphaël Bean, Sorana M. Froda, van Eeden, Constance

Publication date: 27 September 2004

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250310001622677

zbMATH Keywords

saddlepoint approximationuniform approximationWilcoxon-Mann-Whitney statisticEdgeworth

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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• A uniform bound on the characteristic function of the exponentially tilted null-distribution of a simple linear rank statistic and its rate of convergence