9/14/2016

Another point estimator for theta

Computing Walsh Averages with R
Exercise 26 on p. 58

Confidence intervals and confidence bounds for theta

Example - by hand
Exercise 38 on p. 63

Asymptotic Relative Efficiencies

Two Sample Location Problem

Models for location alternatives

Wilcoxon Rank Sum Test

See p:\data\math\hartlaub\nonparametrics\MWW.csv
See p:\data\math\hartlaub\nonparametrics\MWW.R

The null distribution of the Wilcoxon rank sum statistic

Class Exercise - Find the null distribution of W when we have m=3 X observations and n=2 Y observations.

Ties Corrections

The W* LSA test in the case of ties is conservative if we do not use the correction. i.e., If we reject the null hypothesis without the correction, then we would also reject the null hypothesis with it.

General recommendation:

Compute W* without the ties correction
Find the p-value for this uncorrected W*. If the p-value is less than or equal to alpha, reject the null hypothesis and do not mess with the ties correction.
If the p-value is greater than alpha, but close to alpha, then use the ties correction and recompute alpha.
If the p-value is greater than alpha, but not close to alpha, ignore the ties correction.