Journal of the Japanese Society of Computational Statistics
Online ISSN : 1881-1337
Print ISSN : 0915-2350
ISSN-L : 0915-2350
Theory and Applications
Approximations to the distribution of a combination of the Wilcoxon and Mood statistics: A numerical comparison
Hidetoshi Murakami
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2011 年 24 巻 1 号 p. 1-11

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On testing hypotheses in two-sample problems, the Lepage-type statistic is often used for testing the location and scale parameters. Various Lepage-type statistics have been proposed and discussed by many authors over the course of many years. One of the most famous and powerful Lepage-type statistics is a combination of the Wilcoxon and Mood statistics, namely T. Deriving the exact critical value of the T statistic is difficult when the sample sizes are increased. In that situation, an approximation to the distribution function of a test statistic is extremely important in statistics. The gamma approximation and the saddlepoint approximations are used to evaluate in upper tail probability for the T statistic under finite sample sizes. The accuracy of various approximations to the exact probability of the T statistic is investigated.
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