Difference between revisions of "Rank sum test"
From Encyclopedia of Mathematics
Ottos mops (talk | contribs) (TeX.) |
m (Added category TEXdone) |
||
(One intermediate revision by one other user not shown) | |||
Line 1: | Line 1: | ||
+ | {{TEX|done}} | ||
+ | {{MSC|62G10}} | ||
+ | |||
+ | [[Category:Nonparametric inference]] | ||
+ | |||
A test of the homogeneity of two samples $X_1,\dots, X_n$ and $Y_1,\dots, Y_m$ based on the [[Rank statistic|rank statistic]] $R_1+\dots +R_m$ — the sum of the ranks $R_j$ of the random variables $Y_j$ in the joint series of order statistics (cf. [[Order statistic|Order statistic]]) of $X_i$ and $X_j$ (the elements of the two samples are mutually independent and come from continuous distributions). It is a variant of the [[Wilcoxon test|Wilcoxon test]]. | A test of the homogeneity of two samples $X_1,\dots, X_n$ and $Y_1,\dots, Y_m$ based on the [[Rank statistic|rank statistic]] $R_1+\dots +R_m$ — the sum of the ranks $R_j$ of the random variables $Y_j$ in the joint series of order statistics (cf. [[Order statistic|Order statistic]]) of $X_i$ and $X_j$ (the elements of the two samples are mutually independent and come from continuous distributions). It is a variant of the [[Wilcoxon test|Wilcoxon test]]. |
Latest revision as of 13:12, 12 December 2013
2020 Mathematics Subject Classification: Primary: 62G10 [MSN][ZBL]
A test of the homogeneity of two samples $X_1,\dots, X_n$ and $Y_1,\dots, Y_m$ based on the rank statistic $R_1+\dots +R_m$ — the sum of the ranks $R_j$ of the random variables $Y_j$ in the joint series of order statistics (cf. Order statistic) of $X_i$ and $X_j$ (the elements of the two samples are mutually independent and come from continuous distributions). It is a variant of the Wilcoxon test.
How to Cite This Entry:
Rank sum test. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Rank_sum_test&oldid=20977
Rank sum test. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Rank_sum_test&oldid=20977
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article