Abstract Details
Activity Number:
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189
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Type:
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Contributed
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Date/Time:
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Monday, August 4, 2014 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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Abstract #312174
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Title:
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Higher-Order Approximations to Multivariate Mann-Whitney Statistics
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Author(s):
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Xinyan Chen*+ and John Kolassa
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Companies:
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and Rutgers University
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Keywords:
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MWW statistics ;
approximation
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Abstract:
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In this paper, the approximation of Yarnold (1972) is applied to correlated samples of Mann Whitney Wilcoxon (MWW) statistics. We compare accuracy of the Yarnold approximation with that of the chi-square approximation, for Wilcoxon statistics calculated both from independent and correlated data. Our conclusion is in each case, Yarnold approximation achieves better accuracy than chi-square approximation for MWW statistics. We also consider accuracy of the approximation of Yarnold when cross moments are estimated from the data set.
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Authors who are presenting talks have a * after their name.
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