SUB-SAMPLE MANN–WHITNEY–WILCOXON TEST

ABSTRACT

This paper presents a class of sub-sample rank-sum statistics to test the stochastic ordering between two distributions. The proposed class includes as special case the min–max test of Öztürk.[1] It is shown that the asymptotic distribution of the test statistic is normal and its Pitman asymptotic efficiency is as good as or higher than the competitors in the class of sub-sample Mann–Whitney–Wilcoxon statistics.

Keywords:

• Sub-sampling design
• Pitman efficiency
• Mann–Whitney–Wilcoxon statistics
• Location shift

Acknowledgments