An Approximation to the Wilcoxon-Mann-Whitney Distribution
Wilcoxon–Mann–Whitney 统计量零分布的一种近似
An approximation, based on the sum of independent uniform random variables, to the Wilcoxon-Mann-Whitney null-distribution, is proposed. Numerical comparisons with the normal approximation show that this uniform approximation is appreciably more accurate even when the smaller sample size is large. A table of percentiles of the distributions of the sum of independent uniform random variables is given for the uniform approximation. An extension of existing tables of…