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Mann-Whitney test for associated sequences

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Abstract

Let {X 1, ...,X m } and {Y 1, ...,Y n } be two samples independent of each other, but the random variables within each sample are stationary associated with one dimensional marginal distribution functionsF andG, respectively. We study the properties of the classical Wilcoxon-Mann-Whitney statistic for testing for stochastic dominance in the above set up.

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Authors and Affiliations

  1. Department of Statistics and Mathematics, Indian Statistical Institute, 7 S.J.S. Sansanwal Marg, 110016, New Delhi, India

    Isha Dewan & B. L. S. Prakasa Rao

Authors
  1. Isha Dewan
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  2. B. L. S. Prakasa Rao
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Dewan, I., Rao, B.L.S.P. Mann-Whitney test for associated sequences. Ann Inst Stat Math 55, 111–119 (2003). https://doi.org/10.1007/BF02530488

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  • DOI: https://doi.org/10.1007/BF02530488

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