© 1982 by Biometrika Trust
Cramérvon Mises distributions and permutation tests
Department of Mathematics, University of Tasmania Hobart, Tasmania, Australia
In the k-sample problem, or one-way analysis of variance, a multiple response permutation procedure based on within-group sums of absolute rank differences is shown to have a certain large sample limit distribution. This distribution is the convolution of k 1 copies of the usual Cramérvon Mises distribution, and so is a Cramér-von Mises analogue of chi-squared. Quantiles and a simple chi-squared approximation are outlined.
Key Words: Chi-squared Cramér-von Mises distribution Cumulant Legendre series Multivariate Brownian bridge Permutation test Rank difference Robustness Weak convergence