Wilcoxon signed-rank statistic

ID: wilcoxon-signed-rank-statistic

For a continuous sample, the statistic also equals . In each pair the sign of the sum is the sign of the observation with larger absolute value, proving the identity by counting its smaller-rank partners. Under a continuous symmetric null, the pair kernel has projection and projection variance . The U-statistic central limit theorem yields asymptotic normality of , with variance asymptotic to .

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