Published Online: 15 JUL 2005
Copyright © 2005 John Wiley & Sons, Ltd
Encyclopedia of Biostatistics
How to Cite
Janssen, P. 2005. U-Statistics. Encyclopedia of Biostatistics. 8.
- Published Online: 15 JUL 2005
A U-statistic, calculated from a random sample of size n, is an average of a symmetric function of m sample values, calculated for all m-tuples in the sample. Examples are the sample variance, the Cramér-von Mises statistic of goodness of fit, and the Kaplan–Meier and Nelson–Aalen estimators in survival analysis. Asymptotic properties are described.
- random sample;
- sample variance;
- Cramér-von Mises;
- large samples;