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

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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.

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References

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Authors and Affiliations

  1. Graduate School of Science and Engineering, Chuo University, 1-13-27 Kasuga, Bunkyo-ku, Tokyo, 112-8551, Japan

    Nariaki Sugiura, Hidetoshi Murakami, Seong Keon Lee & Yasutomo Maeda

  2. Nariaki Sugiura, 12-26 Onogawa, Tsukuba, Ibaraki, 305-0053, Japan

    Nariaki Sugiura

  3. Research Associate, Institute of Statistics, Korea University, Anam-dong, Sungbuk-ku, Seoul, 136–701, Korea

    Yasutomo Maeda

Authors
  1. Nariaki Sugiura
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  2. Hidetoshi Murakami
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  3. Seong Keon Lee
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  4. Yasutomo Maeda
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Correspondence to Nariaki Sugiura.

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Sugiura, N., Murakami, H., Lee, S.K. et al. Biased and Unbiased Two-sided Wilcoxon Tests for Equal Sample Sizes. Ann Inst Stat Math 58, 93–100 (2006). https://doi.org/10.1007/s10463-005-0019-3

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  • DOI: https://doi.org/10.1007/s10463-005-0019-3

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