[Rd] CI for wilcoxon test (PR#895)

[Torsten Hothorn]

> 
> I didn’t go through other aspects, although I believe that the continuity
> correction should be checked if some changes are made, and also that some closer
> look onto definitions of uci and lci in the exact CI computations should be made
> (here it depends on your definition of the CI for exact distributions, i.e.
> whether the CI = {uci<=mu<lci} (then I think it’s OK) or CI = {uci<=mu<=lci}
> (then I think lci= diffs[ql] and not diffs[ql + 1]). Could this be specified in
> the documentation?


the CI is [uci, lci) with lci = diffs[ql + 1]. You do not reject the
hypothesis if W <= ql and the step function is equal to ql for all
real numbers between diffs[ql] and diffs[ql + 1] and jumps in diffs[ql +
1] only. Therefore, all this points have to be included in the CI but not
diffs[ql + 1] itself (one can however include it, making the CI
'larger'). Taking lci = diffs[ql] is wrong! See the example on page 688 of
Bauer's article.

Torsten

> 
> Thank you in advance for checking my suspicions :) and for your reaction.
> 
> 	Marketa Kylouskova
> 	kylouskova@euromise.cz
> 
> 
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