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A Local Limit Theorem for the Wilcoxon Rank Sum
The Annals of Probability
Vol. 5, No. 6 (Dec., 1977), pp. 926-939
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2242917
Page Count: 14
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The normalized probability function of the Wilcoxon rank sum statistic is shown to converge to the normal density under very mild conditions on the two sample distributions. This is done by studying the conditional distribution of the rank sum given the first sample and by a rather heavy use of characteristic functions.
The Annals of Probability © 1977 Institute of Mathematical Statistics