Exact permutation critical values for the Wilcoxon rank sum test

Abstract

An exhaustive unconditional permutation distribution of a test statistic is the only way of truly constructing exact test of significance. Tables of exact critical values for the Wilcoxon rank sum test abound in literature and are obtained either through Monte Carlo approach or through other sampling techniques which produce approximate results. In this paper, the exact permutation distribution of the Wilcoxon rank sum test statistic is generated empirically by actually obtaining all the distinct permutations of the observations in an experiment. The tables of the exact critical values of the Wilcoxon rank sum test are produced. An insight into the sample size requirement for the application of the large sample approximation is given.


IJONAS Vol. 3 (1) 2007: pp. 90-95