The 100-Year-Old Rank Sum Test, Recent Extensions, and a New Semiparametric Test

• Activity Number: 35
• Type: Contributed
• Date/Time: Sunday, August 3, 2014 : 2:00 PM to 3:50 PM
• Sponsor: Section on Nonparametric Statistics
• Author(s): Markus Neuhaeuser*+
• Companies: RheinAhrCampus
• Keywords: nonparametric test ; Wilcoxon test ; exact rank test ; semiparametric test

Abstract

In 2014, the Wilcoxon rank sum test (Mann-Whitney U test) will be 100 years old. This test was introduced several times, the first who proposed the test was Gustav Deuchler in 1914 (see Kruskal, 1957). To mark this anniversary, the history as well as recently proposed extensions are briefly reviewed. The main focus is to present a new semiparametric test. In a permutation-based approach, this new test uses a maximum as its test statistic. A numerical comparison with other popular tests demonstrates the competitive power of the proposed test for a broad range of distributions.