ESTIMATE OF VARIANCE OF WILCOXON-MANN-WHITNEY STATISTIC
ESTIMATE OF VARIANCE OF WILCOXON-MANN-WHITNEY STATISTIC
The problem of estimating the variance of the Wilcoxon-Mann-Whitney statistic is considered. Minimum variance unbiased estimator which is a U-statistic, bootstrap estimator, an estimator proposed by Fligner & Policello (1981) and jackknife estimator are considered. We also consider induced estimators of the standard deviation and interval estimates of the expectation …