Modified Wilcoxon Test for two Different Distributions
适用于两个不同分布的修正 Wilcoxon 检验
Given independent samples from the continuous distributions F(x) and G(y), which may be quite different, we here consider using the Wilcoxon or Mann-Whitney test, with the normal approximation, to test between H0: pr(X > Y) = p0 and H1: pr(X > Y)>p0, especially with p0 = ½. A modification of the Wilcoxon test due to Potthoff and to Zaremba is considered. Additional restrictions are introduced to give improved tests. Considerations of asymptotic relative efficiency and Monte…