ZHU Lixing. THE CENTRAL LIMIT THEORY FOR A WILCOXON TYPE STATISTIC[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 371-378.
Citation: ZHU Lixing. THE CENTRAL LIMIT THEORY FOR A WILCOXON TYPE STATISTIC[J]. Chinese Journal of Applied Probability and Statistics, 1993, 9(4): 371-378.

THE CENTRAL LIMIT THEORY FOR A WILCOXON TYPE STATISTIC

  • In this paper, we obtain the central limit theorem for a rank sum statistic, which is similar to two Sample Wilcoxon statistic. Specially, if the random vectors are distributed with the spherically symmetric distribution P, the limit distribution is independent of P. We do a preliminary, necessarily, test for sphericity by using this statistics
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