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Biased and unbiased two-sided wilcoxon tests for equal sample sizes

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DOI: 10.1007/s10463-005-0019-3

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rank test; unbiasedness; two-sample problem; power curve; location parameter; beta distribution

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This paper answers the long-standing question of whether the two-sided Wilcoxon rank test for equal sample sizes is unbiased against a location parameter family of distributions by giving a counterexample. It is also shown that the nonrandomized two-sided Wilcoxon test for equal sample sizes with the least positive significance level is unbiased.

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