Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5129230 | Journal of the Korean Statistical Society | 2017 | 11 Pages |
Abstract
In this paper, we propose an efficient algorithm to compute the exact distribution of the Wilcoxon signed-rank test. The proposed algorithm is straightforward and easy to program even if ranks are tied and is efficient to compute the probability mass function. A simulation study was performed to compare the exact distribution and the normal approximation. We also compared computing times of the proposed method with those of other methods. We present the R program in which the core contents of the proposed algorithm are written.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
In-Kwon Yeo,