Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes

Authors: Sugiura, Nariaki; Murakami, Hidetoshi; Lee, Seong; Maeda, Yasutomo

Source: Annals of the Institute of Statistical Mathematics, Volume 58, Number 1, March 2006 , pp. 93-100(8)

Publisher: Springer

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Abstract:

This paper answers the long-standing question of whether the two-sided Wilcoxon rank test for equal sample sizes is unbiased against a location parameter family of distributions by giving a counterexample. It is also shown that the nonrandomized two-sided Wilcoxon test for equal sample sizes with the least positive significance level is unbiased.

Keywords: Rank test; Unbiasedness; Two-sample problem; Power curve; Location parameter; Beta distribution

Document Type: Research article

DOI: http://dx.doi.org/10.1007/s10463-005-0019-3

Affiliations: 1: Email: sugiura@math.tsukuba.ac.jp

Publication date: 2006-03-01