COMPUTING THE DISTRIBUTION OF THE WILCOXON STATISTIC WITH APPLICATIONS TO PROCESS-CONTROL Academic Article uri icon

abstract

  • A computer algorithm for computing the alternative distributions of the Wilcoxon signed rank statistic under shift alternatives is discussed. An explicit error bound is derived for the numeric integration approximation to these distributions. A nonparametric process control procedure in which the standard CUSUM procedure is applied to the Wilcoxon signed rank statistic is discussed. In order to implement this procedure, the distribution of the Wilcoxon statistic under shift of the underlying distribution from its point of symmetry needs to be computed. The average run length of the nonparametric and parametric CUSUM are compared. 1990, Taylor & Francis Group, LLC. All rights reserved.

published proceedings

  • COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

author list (cited authors)

  • KING, D. W., & LONGNECKER, M. T.

citation count

  • 3

complete list of authors

  • KING, DW||LONGNECKER, MT

publication date

  • January 1990