Signed Rank Statistic

JavaScript

The Wilcoxon signed rank statistic, W_n, has the distribution
of X₁+2X₂+...+nX_n, where the X's are independent
Bernoulli random variables with probability 1/2 of success.


      Enter Wilcoxon Distribution Arguments:

      sample size n: 
            w-value:

P(W_n <= w):

The statistic W_n takes values between 0 and n(n+1)/2 inclusive.
The mean of W_n is n(n+1)/4, and the variance is n(n+1)(2n+1)/24.

The distribution function of W_n is computed exactly for n<=50.
For n>50, a normal approximation with continuity correction is used.
For n>50, the maximum absolute error of the approximation is .001.