Reliability and efficiency of algorithms for computing the significance of the Mann-Whitney test

DOI10.1007/s00180-009-0148-xzbMath1234.62054MaRDI QIDQ638042

Uri Keich, Niranjan Nagarajan

Publication date: 8 September 2011

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-009-0148-x

zbMATH Keywords

roundoff error; p-values; shifted fast Fourier transforms

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62G10: Nonparametric hypothesis testing

68T10: Pattern recognition, speech recognition

65Y20: Complexity and performance of numerical algorithms

Uses Software

• AS 62
• CGHMultiArray
• CONFAC

Cites Work

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• Combinatorics, computer algebra and the Wilcoxon-Mann-Whitney test
• Saddlepoint approximation near the endpoints of the support
• Exact Significance Testing to Establish Treatment Equivalence with Ordered Categorical Data
• Significance Probabilities of the Wilcoxon Test
• An Efficient, Minimal-Storage Procedure for Calculating the Mann-Whitney U, Generalized U and Similar Distributions
• On Obtaining Permutation Distributions in Polynomial Time
• A Uniform Saddlepoint Expansion for the Null-Distribution of the Wilcoxon-Mann-Whitney Statistic
• An Approximation to the Wilcoxon-Mann-Whitney Distribution
• On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other