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Nonparametric Confidence Intervals for a Shift Parameter
1963
The Annals of Mathematical Statistics
Exact expressions and large-sample approximations are given for the nonparametric confidence intervals for a shift parameter ~, which are obtained from the two-sample Wilcoxon test. These intervals are shown to have the same asymptotic efficiency relative to the standard confidence intervals for ~ as the Wilcoxon test has relative to Student's t-test. As a consequence of this result, a constant multiple of the length of the nonparametric intervals is shown to be a consistent estimator of the
doi:10.1214/aoms/1177703882
fatcat:52xsknuisffctn5ecfpqdykzae