Theoretical Statistics and Mathematics Unit, ISI Delhi

Mann-Whitney Test for Associated Sequences

by Isha Dewan and B. L. S. Prakasa Rao

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 functions $F$ and $G$, respectively. We study the properties of the classical Wilcoxon-Mann-Whitney statistic for testing for stochastic dominance in the above set up.

isid/ms/2002/06 [fulltext]

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