| Abstract: | For some applications of the WILCOXON-MANN-WHITNEY-statistic its variance has to be estimated. So e.g. for the test of POTTHOFF (1963) to detect differences in medians of two symmetric distributions as well as for the computation of approximate, confidence bounds for the probability P(X1 ≥ X2), cf. GOVINDARAJULU (1968). In the present paper an easy to compute variance estimator is proposed which as only information uses the ranks of the data with the additional property that it is unbiased for the finite variance. Because of its invariance under any monotone transformation of the data its applicability is not confined to quantitative data. The estimator may be applied to ordinal data just as well. Some properties are discussed and a numerical example is given. |
