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An Algorithm for Computing the Exact Distribution of Modified Wilcoxon Signed Rank Test Statistic

DOI : https://doi.org/10.36349/easjecs.2019.v02i12.001

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This paper proposes an algorithm for the computation of exact probability distribution of the modified Wilcoxon signed-rank test. The implementation of the exact permutation algorithm will help in carrying out complete enumeration of all possible distinct rearrangements that is required without just sampling without replacement from the permutation sample space. The method is however suitable when samples are paired and can be adopted for all such situations requiring complete enumeration of all distinct permutations thus producing exact p-values which ensures that the probability of a type I error is exactly α. An extensive simulation study was carried out to compare the exact permutation and the asymptotic normal approximation of two competing permutation tests in terms of their type I error and statistical power. The algorithm is capable of breaking down completely all the problem associated with the permutation to ensure easy implementation and the required analysis. The algorithm was implemented in Intel Visual Fortran to compare the performances of two diagnostic test procedures on gestational diabetic mellitus.

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