一种Wilcoxon型统计量的中心极限定理

THE CENTRAL LIMIT THEORY FOR A WILCOXON TYPE STATISTIC

本文给出了一种类似于两样本Wil(?)oxen统计量的秩和统计量的中心极限定理,特别地当变量服从球对称分布P时,其极限分布与分布P无关.此统计量可对分布的球对称性进行初步的检验.

In this paper, we obtain the central limit theorem for a rank sum statistic, which is similar to two Sample Wilcoxon statistic. Specially, if the random vectors are distributed with the spherically symmetric distribution P, the limit distribution is independent of P. We do a preliminary, necessarily, test for sphericity by using this statistics