Large deviation approximations for the Mann–Whitney statistic and the Jonckheere–Terpstra statistic
Résumé
We establish strong large deviation results for the Mann–Whitney statistic and the Jonckheere–Terpstra statistic, that is, asymptotic expansions of large deviation type for the tail probabilities.We then carry out some numerical comparisons with the exact upper tail probabilities for theWilcoxon–Mann–Whitney test and the Jonckheere–Terpstra test.