A Modified Wilcoxon Rank Sum Test for Paired Data
提出一种基于Wilcoxon秩和统计量的函数,用于检验双变量总体中边际分布是否相等,该统计量渐近非参数,在双变量正态分布下功效与配对t检验相当,在若干重要情形下功效更高。
A function of the Wilcoxon rank sum statistic is proposed for testing the equality of the marginal distributions when sampling from a bivariate population. The test statistic is asymptotically nonparametric. A comparison is made between the test statistic and several parametric and nonparametric tests in terms of their Pitman relative efficiency and small-sample performance. The test statistic has power comparable to the paired t test when sampling from the bivariate normal distribution and greater power in several important cases.