[R] Wilcoxon and the use of simulation

shl2a su.lee.1990 at gmail.com
Fri Oct 14 09:39:32 CEST 2011


Dear forum users,

It's 3:35am and I am swamped with statistics homework lol
I'm terrible with R and this time I have no idea what the prof wants. Here
is the question:

Consider the (two-­‐sample) Wilcoxon rank statistic T = Σrank(Xi). For
n1=106 and n2=192, determine by simulation the α=.05 critical point for
testing H0: θ=0, H1:θ<0.
We can do this as follows: 

For m=10000 (no wimpy m=200 or 500 as in the book), 
draw m=10000 subsets of size 106 from the integers 1:298 
using repeatedly the command 

xdat = sample(1:298, size=106). 

For each such subset, the value of the Wilcoxon is sum(xdat). Be sure to
answer the following question: why is it unnecessary to calculate ranks?

Any help would be greatly appreciately at this time.

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