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On confidence regions induced by the Wilcoxon rank sum test. (English) Zbl 0830.62045

Summary: In the process of constructing a confidence region induced by the Wilcoxon two-sample test ties always appear. We show that, for various ways of handling ties, the confidence region will be an interval.

MSC:

62G10 Nonparametric hypothesis testing
62G15 Nonparametric tolerance and confidence regions
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References:

[1] Lehmann, E. L., Non parametric confidence interval for a shift parameter, Ann. Math. Statist., 34, 1507-1512 (1963) · Zbl 0136.40407
[2] Noether, G. E., Wilcoxon confidence intervals for location parameters in the discrete case, J. Amer. Statist. Assoc., 62, 184-188 (1967) · Zbl 0144.41202
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