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高校应用数学学报
Applied Mathematics A Journal of Chinese Universities  2018, Vol. 33 Issue (2): 202-210    DOI:
    
Asymptotic distribution of Wilcoxon two-sample statistic under an associated sample
LI Ling1, ZHAO Ya-ling2, SHEN Xiao-xin2, QIN Yong-song3
1. Department of Mechanical and Electrical Engineering, Wuzhou Vocational College, Wuzhou 543002, China;
2. College of Mathematics, Physics and Information Engineering, Zhejiang Normal University, Jinhua 321004, China;
3. College of Mathematics and Statistics, Guangxi Normal University, Guilin 541004, China
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Abstract  The topic of the asymptotic distribution of the Wilcoxon two-sample statistic under
an associated sample is investigated in this paper. Using Hoeffding decomposition, it is shown that the
asymptotic distribution of the Wilcoxon two-sample statistic under an associated sample is the normal
distribution, which generalizes the existing asymptotic result of the Wilcoxon two-sample statistic under
a negatively associated sample.

Key words： associated sample      Wilcoxon two-sample statistic      asymptotic distribution     
Published: 26 July 2018
CLC:  O212.1  
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LI Ling
ZHAO Ya-ling
SHEN Xiao-xin
QIN Yong-song
Cite this article:

LI Ling, ZHAO Ya-ling, SHEN Xiao-xin, QIN Yong-song. Asymptotic distribution of Wilcoxon two-sample statistic under an associated sample. Applied Mathematics A Journal of Chinese Universities, 2018, 33(2): 202-210.

URL:

http://www.zjujournals.com/amjcua/     OR     http://www.zjujournals.com/amjcua/Y2018/V33/I2/202


相协样本下Wilcoxon两样本统计量的渐近分布

研究了相协样本下Wilcoxon两样本统计量的渐近分布的问题. 利
用Hoeffding分解方法, 获得了相协样本下Wilcoxon两样本统计量的渐近分布为正
态分布的结果, 推广了负相协样本下Wilcoxon两样本统计量的渐近分布的结果.

关键词： 相协样本,  Wilcoxon两样本统计量,  渐近分布 
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